A note on large deviations for Wiener chaos
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Displaying 1 – 20 of 118
A post-predictive view of gaussian processes
F. B. Knight (1983)
Annales scientifiques de l'École Normale Supérieure
A probabilistic approach to the boundedness of singular integral operators
Richard F. Bass (1990)
Séminaire de probabilités de Strasbourg
À propos des distributions sur l'espace de Wiener
Paul-André Meyer, Jia-An Yan (1987)
Séminaire de probabilités de Strasbourg
A remark on F. B. Knight's paper : “A post-predictive view of gaussian processes”
P.-A. Meyer (1983)
Annales scientifiques de l'École Normale Supérieure
A simple proof of the continuity of the higher order Riesz transforms with respect to the gaussian measure
Liliana Forzani, Roberto Scotto, Wilfredo Urbina (2001)
Séminaire de probabilités de Strasbourg
A square root filter for real time multivariate regression
Václav Peterka (1975)
Kybernetika
A stochastic characterization for harmonic morphisms.
P.J. Fitzsimmons, Laszlo Csink (1990)
Mathematische Annalen
A stochastic functional equation. (Short Communication).
Phil Diamond (1976)
Aequationes mathematicae
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.
Donchev, Doncho S. (1998)
Journal of Applied Mathematics and Stochastic Analysis
Algebraic polynomials with random coefficients.
Farahmand, K. (2002)
Journal of Applied Mathematics and Stochastic Analysis
An additional remark on unitary evolutions in Fock space
Kalyanapuram Rangachari Parthasarathy (1991)
Séminaire de probabilités de Strasbourg
An extension theorem to rough paths
Terry Lyons, Nicolas Victoir (2007)
Annales de l'I.H.P. Analyse non linéaire
Appendice : «Un résultat de D. Williams»
Paul-André Meyer (1982)
Séminaire de probabilités de Strasbourg
Calcul stochastique avec sauts sur une variété
Jean Picard (1991)
Séminaire de probabilités de Strasbourg
Collision local times, historical stochastic calculus, and competing superprocesses.
Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
Concrete representation of martingales.
Montgomery-Smith, Stephen (1998)
Electronic Journal of Probability [electronic only]
Constructing One-Parameter Transformations on White Noise Functions in Terms of Equicontinuous Generators.
Nobuaki Obata (1997)
Monatshefte für Mathematik
Continuity properties of solutions of multivalued equations with white noise perturbation.
Michta, Mariusz (1997)
Journal of Applied Mathematics and Stochastic Analysis
Continuous interpolation of solution sets of Lipschitzian quantum stochastic differential inclusions.
Ayoola, E.O., Adeyeye, John O. (2007)
Journal of Applied Mathematics and Stochastic Analysis
Currently displaying 1 – 20 of 118
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