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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：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：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.
