All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 5 Next

Displaying 81 – 100 of 128

Showing per page

Probabilistic models for vortex filaments based on fractional brownian motion.

David Nualart, Carles Rovira, Samy Tindel (2001)

RACSAM

Se introduce una estructura de vorticidad basada en el movimiento browniano fraccionario con parámetro de Hurst H > 1/2 . El objeto de esta nota es presentar el siguiente resultado: Bajo una condición de integrabilidad adecuada sobre la medida ρ que controla la concentración de la vorticidad a lo largo de los filamentos, la energía cinética de la configuración está bien definida y tiene momentos de todos los órdenes.

Probability density for a hyperbolic SPDE with time dependent coefficients

Marta Sanz-Solé, Iván Torrecilla-Tarantino (2007)

ESAIM: Probability and Statistics

We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF123 (2002) 453-483 to an infinite dimensional setting.

Regularity results for infinite dimensional diffusions. A Malliavin calculus approach

Stefano Bonaccorsi, Marco Fuhrman (1999)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

We prove some smoothing properties for the transition semigroup associated to a nonlinear stochastic equation in a Hilbert space. The proof introduces some tools from the Malliavin calculus and is based on a integration by parts formula.

Some Fine Properties of BV Functions on Wiener Spaces

Luigi Ambrosio, Michele Miranda Jr., Diego Pallara (2015)

Analysis and Geometry in Metric Spaces

In this paper we define jump set and approximate limits for BV functions on Wiener spaces and show that the weak gradient admits a decomposition similar to the finite dimensional case. We also define the SBV class of functions of special bounded variation and give a characterisation of SBV via a chain rule and a closure theorem. We also provide a characterisation of BV functions in terms of the short-time behaviour of the Ornstein-Uhlenbeck semigroup following an approach due to Ledoux.

Some fine properties of sets with finite perimeter in Wiener spaces

Michele Miranda Jr. (2014)

Banach Center Publications

In this paper we give a brief overview on the state of art of developments of Geometric Measure Theory in infinite-dimensional Banach spaces. The framework is given by an abstract Wiener space, that is a separable Banach space endowed with a centered Gaussian measure. The focus of the paper is on the theory of sets with finite perimeter and on their properties; this choice was motivated by the fact that most of the good properties of functions of bounded variation can be obtained, thanks to coarea...

SPDEs with pseudodifferential generators: the existence of a density

Samy Tindel (2000)

Applicationes Mathematicae

We consider the equation du(t,x)=Lu(t,x)+b(u(t,x))dtdx+σ(u(t,x))dW(t,x) where t belongs to a real interval [0,T], x belongs to an open (not necessarily bounded) domain 𝒪 , and L is a pseudodifferential operator. We show that under sufficient smoothness and nondegeneracy conditions on L, the law of the solution u(t,x) at a fixed point ( t , x ) ∈ [ 0 , T ] × 𝒪 is absolutely continuous with respect to the Lebesgue measure.

Splitting the conservation process into creation and annihilation parts

Nicolas Privault (1998)

Banach Center Publications

The aim of this paper is the study of a non-commutative decomposition of the conservation process in quantum stochastic calculus. The probabilistic interpretation of this decomposition uses time changes, in contrast to the spatial shifts used in the interpretation of the creation and annihilation operators on Fock space.

Stochastic calculus and degenerate boundary value problems

Patrick Cattiaux (1992)

Annales de l'institut Fourier

Consider the boundary value problem (L.P): ( h - A ) u = f in D , ( v - Γ ) u = g on ∂ D where A is written as A = 1 / 2 ∑ i = 1 m Y i 2 + Y 0 , and Γ is a general Venttsel’s condition (including the oblique derivative condition). We prove existence, uniqueness and smoothness of the solution of (L.P) under the Hörmander’s condition on the Lie brackets of the vector fields Y i ( 0 ≤ i ≤ m ), for regular open sets D with a non-characteristic boundary.Our study lies on the stochastic representation of u and uses the stochastic calculus of variations for the ( A , Γ ) -diffusion process...

Currently displaying 81 – 100 of 128