Random Integrals and Type and Cotype of Banach Space.
Random integrals of Banach space valued functions
Random linear functionals and random integrals
Random modulation of solitons for the stochastic Korteweg–de Vries equation
Random perturbations of exponential Riesz bases in
Let a sequence be given such that the exponential system forms a Riesz basis in and be a sequence of independent real-valued random variables. We study the properties of the system as well as related problems on estimation of entire functions with random zeroes and also problems on reconstruction of bandlimited signals with bandwidth via their samples at the random points .
Random Schrödinger operators with a constant electric field
Random set functions
Random variational inequalities in the absence of sample path continuity.
Random vector variational inequalities and random noncooperative vector equilibrium.
Randomly forced vibrations of a string
Rate of convergence for large coupling limits by brownian motion
Rate of explosion of the amperean area of the planar brownian loop
Real zeros of classes of random algebraic polynomials.
Realisation of a class of Markov processes through unitary evolutions in Fock space
Recursive interpolation of partially observable random fields
Refinement type equations: sources and results
It has been proved recently that the two-direction refinement equation of the form can be used in wavelet theory for constructing two-direction wavelets, biorthogonal wavelets, wavelet packages, wavelet frames and others. The two-direction refinement equation generalizes the classical refinement equation , which has been used in many areas of mathematics with important applications. The following continuous extension of the classical refinement equation has also various interesting applications....
Reflected backward stochastic differential equation with jumps and random obstacle.
Reflected backward stochastic differential equations with two RCLL barriers
In this paper we consider BSDEs with Lipschitz coefficient reflected on two discontinuous (RCLL) barriers. In this case, we prove first the existence and uniqueness of the solution, then we also prove the convergence of the solutions of the penalized equations to the solution of the RBSDE. Since the method used in the case of continuous barriers (see Cvitanic and Karatzas, Ann. Probab.24 (1996) 2024–2056 and Lepeltier and San Martín, J. Appl. Probab.41 (2004) 162–175) does not work, we develop...
Reflected diffusions defined via the extended Skorokhod map.
Reflected forward-backward SDEs and obstacle problems with boundary conditions.