Inégalité de Hardy, semimartingales, et faux-amis
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Displaying 1 – 16 of 16
Inégalités de Sobolev faibles : un critère
Dominique Bakry (1991)
Séminaire de probabilités de Strasbourg
Infinite system of Brownian balls with interaction: the non-reversible case
Myriam Fradon, Sylvie Rœlly (2007)
ESAIM: Probability and Statistics
We consider an infinite system of hard balls in undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.
Infinite trees and inverse gaussian random variables
Ole E. Barndorff-Nielsen, Tina Hviid Rydberg (1999)
Annales de la Faculté des sciences de Toulouse : Mathématiques
Integral representation of martingales in the brownian excursion filtration
P. Mc Gill (1986)
Séminaire de probabilités de Strasbourg
Intégrales stochastiques par rapport aux processus de Wiener ou de Poisson
Claude Dellacherie (1974)
Séminaire de probabilités de Strasbourg
Interior controllability of a broad class of reaction diffusion equations.
Leiva, Hugo, Quintana, Yamilet (2009)
Mathematical Problems in Engineering
Interpolation and forecasting in Brownian functions of two parameters.
Eduard Bonet, David Nualart Rodón (1975)
Stochastica
Interpolations between bosonic and fermionic relations given by generalized Brownian motions.
Marek Bozejko, Roland Speicher (1996)
Mathematische Zeitschrift
Interprétation d'un calcul de H. Tanaka en théorie générale des processus
Jacques Azéma, Marc Yor (1987)
Séminaire de probabilités de Strasbourg
Intersection Local Times and Tanaka Formulas
Richard F. Bass, Davar Khoshnevisan (1993)
Annales de l'I.H.P. Probabilités et statistiques
Intersection probabilities for a chordal SLE path and a semicircle.
Alberts, Tom, Kozdron, Michael J. (2008)
Electronic Communications in Probability [electronic only]
Introduction à l'étude des mouvements browniens à plusieurs paramètres
Pierre Cartier (1971)
Séminaire de probabilités de Strasbourg
Invariance principles for Brownian intersection local time and polymer measures.
Andreas Stoll (1989)
Mathematica Scandinavica
Invariant wedges for a two-point reflecting Brownian motion and the “hot spots” problem.
Atar, Rami (2001)
Electronic Journal of Probability [electronic only]
Isolated points of some sets of bounded cosine families, bounded semigroups, and bounded groups on a Banach space
Adam Bobrowski, Wojciech Chojnacki (2013)
Studia Mathematica
We show that if the set of all bounded strongly continuous cosine families on a Banach space X is treated as a metric space under the metric of the uniform convergence associated with the operator norm on the space 𝓛(X) of all bounded linear operators on X, then the isolated points of this set are precisely the scalar cosine families. By definition, a scalar cosine family is a cosine family whose members are all scalar multiples of the identity operator. We also show that if the sets of all bounded...
Currently displaying 1 – 16 of 16
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