2008

最新文章

• One-point extensions of Markov processes by darning AI翻译
  作者：Chen, Zhen-Qing; Fukushima, Masatoshi
  作者单位：University of Washington; University of Washington Seattle; Kansai University
  摘要：This paper is a continuation of the works by Fukushima-Tanaka (Ann Inst Henri Poincare Probab Stat 41: 419-459, 2005) and Chen-Fukushima-Ying (Stochastic Analysis and Application, p.153-196. The Abel Symposium, Springer, Heidelberg) on the study of one-point extendability of a pair of standard Markov processes in weak duality. In this paper, general conditions to ensure such an extension are given. In the symmetric case, characterizations of the one-point extensions are given in terms of their...
• Volume growth and heat kernel estimates for the continuum random tree AI翻译
  作者：Croydon, David A.
  作者单位：University of Warwick
  摘要：In this article, we prove global and local (point-wise) volume and heat kernel bounds for the continuum random tree. We demonstrate that there are almost-surely logarithmic global fluctuations and log-logarithmic local fluctuations in the volume of balls of radius r about the leading order polynomial term as r similar to 0. We also show that the on-diagonal part of the heat kernel exhibits corresponding global and local fluctuations as t similar to 0 almost-surely. Finally, we prove that this ...
• Convolution equivalence and distributions of random sums AI翻译
  作者：Watanabe, Toshiro
  作者单位：University of Aizu
  摘要：A serious gap in the Proof of Pakes's paper on the convolution equivalence of infinitely divisible distributions on the line is completely closed. It completes the real analytic approach to Sgibnev's theorem. Then the convolution equivalence of random sums of IID random variables is discussed. Some of the results are applied to random walks and Levy processes. In particular, results of Bertoin and Doney and of Korshunov on the distribution tail of the supremum of a random walk are improved. Fi...
• On discrete time ergodic filters with wrong initial data AI翻译
  作者：Kleptsyna, M. L.; Veretennikov, A. Yu.
  作者单位：University of Leeds; Le Mans Universite; Russian Academy of Sciences; Kharkevich Institute for Information Transmission Problems of the RAS
  摘要：For a class of non-uniformly ergodic Markov chains (X-n) satisfying exponential or polynomial beta-mixing, under observations (Y-n) subject to an IID noise with a positive density, it is shown that wrong initial data is forgotten in the mean total variation topology, with a certain exponential or polynomial rate.
• The Lebesgue decomposition of the free additive convolution of two probability distributions AI翻译
  作者：Belinschi, Serban Teodor
  作者单位：Institute of Mathematics of the Romanian Academy; Romanian Academy
  摘要：We prove that the free additive convolution of two Borel probability measures supported on the real line can have a component that is singular continuous with respect to the Lebesgue measure on R only if one of the two measures is a point mass. The density of the absolutely continuous part with respect to the Lebesgue measure is shown to be analytic wherever positive and finite. The atoms of the free additive convolution of Borel probability measures on the real line have been described by Ber...
• Well-posedness and regularity of backward stochastic Volterra integral equations AI翻译
  作者：Yong, Jiongmin
  作者单位：State University System of Florida; University of Central Florida
  摘要：Backward stochastic Volterra integral equations (BSVIEs, for short) are studied. Notion of adapted M-solution is introduced. Well-posedness of BSVIEs is established and some regularity results are proved for the adapted M-solutions via Malliavin calculus. A Pontryagin type maximum principle is presented for optimal controls of stochastic Volterra integral equations.