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作者：STURM, KT
摘要：Let V = (V-alpha)-alpha greater-than-or-equal-to 0 be a (not necessarily sub-Markovian) resolvent such that the kernel V-alpha for some alpha greater-than-or-equal-to 0 is compact and irreducible. We prove the following general gauge theorem: If there exists at least one V-excessive function which is not V-invariant, then V0 is bounded. This result will be applied to resolvents U(M) arising from perturbation of sub-Markovian right resolvents U by multiplicative functionals M (not necessarily s...
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作者：THIEULLEN, M
摘要：We prove a Stratonovitch-type change of variable formula for anticipative processes on [0, 1]2. The formula is the same as the existing one from deterministic calculus. In order to do so we define simple and double Stratonovitch integrals. We deduce a Skorohod-type change of variable formula which does not contain any line integral. Our method consists in using regularization of the Wiener process obtained by convolution.
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作者：NDUMU, MN
摘要：This paper deals with a heat kernel formula in a geodesic chart with some applications to the standard n-sphere. Our emphasis will be on the special case of the 3-sphere which exhibits some identities linking spherical harmonics and certain homogeneous polynomials harmonic on IR4. In particular, we will deduce an expression for P(x)(zeta > t) where zeta is the first (random) time that the bridge process in S3 hits the south pole. Another easy consequence will be a special case of the H.P. McKe...
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作者：BARCHIELLI, A; LUPIERI, G
作者单位：Istituto Nazionale di Fisica Nucleare (INFN)
摘要：In quantum mechanics certain operator-valued measures are introduced, called instruments, which are an analogue of the probability measures of classical probability theory. As in the classical case, it is interesting to study convolution semigroups of instruments on groups and the associated semigroups of probability operators. In this paper the case is considered of a finite-dimensional Hilbert space (n-level quantum system) and of instruments defined on a finite-dimensional Lie group. Then, ...
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作者：CSORGO, M; LIN, ZY
作者单位：Zhejiang University
摘要：We study path properties of two-parameter Gaussian processes {X(t, upsilon), t element-of R, upsilon element-of R+} of the form X(t, upsilon) = [GRAPHICS] where the kernel function GAMMA(t, upsilon, x, y) is assumed to be square integrable in (x, y) on R x R+, and W(x, y) is a standard two-parameter Wiener process.
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作者：HALL, P
摘要：It is shown that the convergence rate of suprema of stationary Gaussian and related processes, such as processes defined by the empirical distribution function, is logarithmically slow, even if the rates are to be uniform over as few as three points. It is proved that the bootstrap approximation provides a substantial improvement.
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作者：BIANE, P
摘要：We study a quantum random walk on A (SU (n)), the von Neumann algebra of SU (n), obtained by tensoring the basic representation of SU (n). Two classical Markov chains are derived from this quantum random walk, by restriction to commutative subalgebras of A (SU (n)), and the main result of the paper states that these two Markov chains are related by means of Doob's h-processes.
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作者：ROGERS, LCG; WALSH, JB
作者单位：University of British Columbia
摘要：McGill showed that the intrinsic local time process LBAR (t, x), t greater-than-or-equal-to 0, x-epsilon-IR, of one-dimensional Brownian motion is, for fixed t > 0, a supermartingale in the space variable, and derived an expression for its Doob-Meyer decomposition. This expression referred to the derivative of some process which was not obviously differentiable. In this paper, we provide an independent proof of the result, by analysing the local time of Brownian motion on a family of decreasin...
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作者：NUALART, D; USTUNEL, AS
作者单位：Institut Polytechnique de Paris; ENSTA Paris
摘要：In this paper we study the conditional independence of sigma-fields on the Wiener space using the tools of the Stochastic Calculus of Variations. Particular emphasis is given to the relation between the splitting of the (random) tangent spaces associated to the sigma-fields and the conditional independence.
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作者：IMKELLER, P
摘要：Let M be a martingale of pure jump type, i.e. the compensation of the process describing the total of the point jumps of M in the plane. M can be uniformly approximated by martingales of bounded variation jumping only on finitely many axial parallel lines. Using this fact we prove a change of variables formula in which for C4-functions f the process f(M) is described by integrals of f(k)(M), k = 1,2, with respect to stochastic integrators of the types expected: a martingale, two processes beha...
