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作者：CSAKI, E; FOLDES, A; REVESZ, P
作者单位：City University of New York (CUNY) System; Technische Universitat Wien
摘要：Let S1, S2,... be a sequence of sums of i.i.d. random variables. The properties of the logarithmic average [GRAPHICS] will be studied under some conditions
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作者：LEGALL, JF
摘要：To any Brownian excursion e with duration sigma(e) and any t1, ..., t(p) is-an-element-of[0, sigma(e)], we associate a branching tree with p branches denoted by T(p)(e, t1, ..., t(p)), which is closely related to the structure of the minima of e. Our main theorem states that, if e is chosen according to the Ito measure and (t1, ..., t(p)) according to Lebesgue measure on [0, sigma(e)]p, the tree T(p)(e, t1, ..., t(p)) is distributed according to the uniform measure on the set of trees with p b...
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作者：NORRIS, JR
摘要：The heat kernel and its derivatives of a vector Laplacian on the sections of a bundle over a compact Riemannian manifold are expressed as products of the scalar heat kernel of the manifold and path integrals over the Brownian bridge. The small-time asymptotics of these integrals are computed.
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作者：EINMAHL, U; MASON, DM
作者单位：University of Delaware
摘要：We provide a detailed description of the rate of clustering in Strassen's functional law of the iterated logarithm for partial sum processes. Necessary and sufficient conditions are given for certain clustering rates in terms of moment-type conditions. In the process, we also derive a new strong approximation of sums of iid random variables by a Wiener process.
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作者：LINDSAY, JM
摘要：The quantum stochastic calculus initiated by Hudson and Parthasarathy, and the non-causal stochastic calculus originating with the papers of Hitsuda and Skorohod, are two potent extensions of the Ito calculus, currently enjoying intensive development. The former provides a quantum probabilistic extension of Schrodinger's equation, enabling the construction of a Markov process for a quantum dynamical semigroup. The latter allows the treatment of stochastic differential equations which involve t...
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作者：TAYLOR, LM; WILLIAMS, RJ
作者单位：University of California System; University of California San Diego
摘要：This work is concerned with the existence and uniqueness of a class of semimartingale reflecting Brownian motions which live in the non-negative orthant of R(d). Loosely speaking, such a process has a semimartingale decomposition such that in the interior of the orthant the process behaves like a Brownian motion with a constant drift and covariance matrix, and at each of the (d - 1)-dimensional faces that form the boundary of the orthant, the bounded variation part of the process increases in ...
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作者：IVANOFF, BG; MERZBACH, E; SCHIOPUKRATINA, I
作者单位：Bar Ilan University
摘要：As a first step in the development of a general theory of set-indexed martingales, we define predictability on a general space with respect to a filtration indexed by a lattice of sets. We prove a characterization of the predictable sigma-algebra in terms of adapted and ''left-continuous'' processes without any form of topology for the index set. We then define a stopping set and show that it is a natural generalization of the stopping time; in particular, the predictable sigma-algebra can be ...
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作者：FLORCHINGER, P; LEANDRE, R
作者单位：Universites de Strasbourg Etablissements Associes; Universite de Strasbourg; Inria
摘要：In this paper, we give estimates on the heat kernel on the diagonal in terms of exp [ - \Log t\alpha], alpha > 1 when t vanishes. Moreover, we compute, by means of the stochastic calculus of variations, the decay of the flatness of some heat kernels. On the other hand, we show that the computations in both cases are very similar.
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作者：PATZSCHKE, N; ZAHLE, M
摘要：In an earlier paper Patzschke and U. Zahle [11] have proved the existence of a fractional tangent measure at the typical point of a self-similar random measure Phi under rather special technical assumptions. In the present paper we remove the most restrictive one. Here we suppose the open set condition for the similarities, a constant positive lower bound for the random contraction ratios, and vanishing Phi on the boundary of the open set with probability 1. The tangent measure is D-scale-inva...
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作者：BERLINET, A
摘要：Recent literature on functional estimation has shown the importance of kernels with vanishing moments although no general framework was given to build kernels of increasing order apart from some specific methods based on moment relationships. The purpose of the present paper is to develop such a framework and to show how to build higher order kernels with nice properties and to solve optimization problems about kernels. The proofs given here, unlike standard variational arguments, explain why ...
