Équilibre statistique pour les produits de difféomorphismes aléatoires indépendants
Displaying 861 – 880 of 3391
Equivalence et orthogonalité des mesures aléatoires engendrées par martingales positives homogènes
Ai Fan (1991)
Studia Mathematica
Equivalence of Gaussian measures of finite sum of stochastic processes
S. Mitrović (1984)
Matematički Vesnik
Equivalent martingale measures for Lévy processes.
Önalan, Ömer (2008)
Acta Universitatis Apulensis. Mathematics - Informatics
Ergodic and Mixing Random Walks on Locally Compact Groups.
Joseph Rosenblatt (1981)
Mathematische Annalen
Ergodic behavior of graph entropy.
Kieffer, John, Yang, En-hui (1997)
Electronic Research Announcements of the American Mathematical Society [electronic only]
Ergodic behaviour of “signed voter models”
G. Maillard, T. S. Mountford (2013)
Annales de l'I.H.P. Probabilités et statistiques
We answer some questions raised by Gantert, Löwe and Steif (Ann. Inst. Henri Poincaré Probab. Stat.41(2005) 767–780) concerning “signed” voter models on locally finite graphs. These are voter model like processes with the difference that the edges are considered to be either positive or negative. If an edge between a site and a site is negative (respectively positive) the site will contribute towards the flip rate of if and only if the two current spin values are equal (respectively opposed)....
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
Tyrone E. Duncan, B. Maslowski, B. Pasik-Duncan (2015)
Banach Center Publications
A linear-quadratic control problem with an infinite time horizon for some infinite dimensional controlled stochastic differential equations driven by a fractional Brownian motion is formulated and solved. The feedback form of the optimal control and the optimal cost are given explicitly. The optimal control is the sum of the well known linear feedback control for the associated infinite dimensional deterministic linear-quadratic control problem and a suitable prediction of the adjoint optimal system...
Ergodic properties of locally stationary processes
Jiří Michálek (1986)
Kybernetika
Ergodic properties of marked point processes in
R. T. Smythe (1975)
Annales de l'I.H.P. Probabilités et statistiques
Ergodic theorems for superadditive processes.
U. Krengel, M.A. Akcoglu (1981)
Journal für die reine und angewandte Mathematik
Ergodic theory and connections with analysis and probability.
Jones, Roger L. (1997)
The New York Journal of Mathematics [electronic only]
Ergodicity and asymptotically almost periodic solutions of some differential equations.
Zhang, Chuanyi (2001)
International Journal of Mathematics and Mathematical Sciences
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion
M. Hairer, N. S. Pillai (2011)
Annales de l'I.H.P. Probabilités et statistiques
We demonstrate that stochastic differential equations (SDEs) driven by fractional brownian motion with Hurst parameter H>½ have similar ergodic properties as SDEs driven by standard brownian motion. The focus in this article is on hypoelliptic systems satisfying Hörmander’s condition. We show that such systems enjoy a suitable version of the strong Feller property and we conclude that under a standard controllability condition they admit a unique stationary solution that is physical in the...
Ergodicity of increments of the Rosenblatt process and some consequences
Petr Čoupek, Pavel Křížek, Bohdan Maslowski (2025)
Czechoslovak Mathematical Journal
A new proof of the mixing property of the increments of Rosenblatt processes is given. The proof relies on infinite divisibility of the Rosenblatt law that allows to prove only the pointwise convergence of characteristic functions. Subsequently, the result is used to prove weak consistency of an estimator for the self-similarity parameter of a Rosenblatt process, and to prove the existence of a random attractor for a random dynamical system induced by a stochastic reaction-diffusion equation driven...
Ergodicity of PCA: equivalence between spatial and temporal mixing conditions.
Louis, Pierre-Yves (2004)
Electronic Communications in Probability [electronic only]
Errata: A Matrix with an application to the motion of an absorbing Markov chain. I.
Mohamed A. El-Shehawey, A. M. Trabya (2006)
Mathematica Slovaca
Errata : « Les semi-martingales formelles »
Laurent Schwartz (1982)
Séminaire de probabilités de Strasbourg
Erratum / Correction to : “A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement”
Victor H. de La Peña (1995)
Annales de l'I.H.P. Probabilités et statistiques
Erratum / Correction to : “Minimization of the Kullback information of diffusion processes”
P. Cattiaux, C. Léonard (1995)
Annales de l'I.H.P. Probabilités et statistiques