Lifting theorems for some classes of two parameter martingales.
Limit theorems for solutions of stochastic differential equation problems.
Limit theorems for the canonical von Mises statistics with dependent data.
Linear expansion of isotropic Brownian flows.
Linear random boundary value problems containing weakly correlated forcing functions.
Linear stochastic differential-algebraic equations with constant coefficients.
Linear stochastic parabolic equations, degenerating on the boundary of a domain.
Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs.
L'intégrale stochastique considérée comme une intégrale par rapport à une mesure vectorielle
Liouville formula for systems of linear homogeneous Itô stochastic differential equations
Local and global existence for mild solutions of stochastic differential equations.
Local Collapses in the Truscott-Brindley Model
Relaxation oscillations are limit cycles with two clearly different time scales. In this article the spatio-temporal dynamics of a standard prey-predator system in the parameter region of relaxation oscillation is investigated. Both prey and predator population are distributed irregularly at a relatively high average level between a maximal and a minimal value. However, the slowly developing complex pattern exhibits a feature of “inverse excitability”: Both populations show collapses which occur...
Local extinction for superprocesses in random environments.
Local martingales and filtration shrinkage
A general theory is developed for the projection of martingale related processes onto smaller filtrations, to which they are not even adapted. Martingales, supermartingales, and semimartingales retain their nature, but the case of local martingales is more delicate, as illustrated by an explicit case study for the inverse Bessel process. This has implications for the concept of No Free Lunch with Vanishing Risk, in Finance.
Local martingales and filtration shrinkage
A general theory is developed for the projection of martingale related processes onto smaller filtrations, to which they are not even adapted. Martingales, supermartingales, and semimartingales retain their nature, but the case of local martingales is more delicate, as illustrated by an explicit case study for the inverse Bessel process. This has implications for the concept of No Free Lunch with Vanishing Risk, in Finance.
Local martingales measures
Local maxima of a random algebraic polynomial.
Local solutions for stochastic Navier Stokes equations
Local Solutions for Stochastic Navier Stokes Equations
In this article we consider local solutions for stochastic Navier Stokes equations, based on the approach of Von Wahl, for the deterministic case. We present several approaches of the concept, depending on the smoothness available. When smoothness is available, we can in someway reduce the stochastic equation to a deterministic one with a random parameter. In the general case, we mimic the concept of local solution for stochastic differential equations.
Local time and pathwise uniqueness for stochastic differential equations