1-2期

最新文章

• Semimartingales and geometric inequalities on locally symmetric manifolds AI翻译
  作者：Le, H.; Barden, D.
  作者单位：University of Nottingham; University of Cambridge
  摘要：We generalise, to complete, connected and locally symmetric Riemannian manifolds, the construction of coupled semimartingales X and Y given in Le and Barden (J Lond Math Soc 75: 522 - 544, 2007). When such amanifold has non-negative curvature, this makes it possible for the stochastic anti-development of the corresponding semimartingale exp(Xt) (alpha exp(Xt)(-1)(Y-t)) to be a time-changed Brownian motion with drift when X and Y are. As an application, we use the latter result to strengthen, a...
• Fragmentation associated with Levy processes using snake AI翻译
  作者：Abraham, Romain; Delmas, Jean-Francois
  作者单位：Institut Polytechnique de Paris; Ecole Nationale des Ponts et Chaussees; Universite de Orleans
  摘要：We consider the height process of a Levy process with no negative jumps, and its associated continuous tree representation. Using Levy snake tools developed by Le Gall-Le Jan and Duquesne-Le Gall, with an underlying Poisson process, we construct a fragmentation process, which in the stable case corresponds to the self-similar fragmentation described by Miermont. For the general fragmentation process we compute a family of dislocation measures as well as the law of the size of a tagged fragment...
• 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 ...
• 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.