[图书][B] Analysis in Banach spaces
Over the past fifteen years, motivated by regularity problems in evolution equations, there
has been tremendous progress in the analysis of Banach space-valued functions and …
has been tremendous progress in the analysis of Banach space-valued functions and …
Tuning-free one-bit covariance estimation using data-driven dithering
We consider covariance estimation of any subgaussian distribution from finitely many iid
samples that are quantized to one bit of information per entry. Recent work has shown that a …
samples that are quantized to one bit of information per entry. Recent work has shown that a …
Stochastic integration in Banach spaces–a survey
This paper presents a brief survey of the theory of stochastic integration in Banach spaces.
Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are …
Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are …
Analysis in Banach spaces
Originally conceived to be the final volume of a trilogy on Analysis in Banach spaces,
containing the applications of the infrastructure of Volumes I–II to Harmonic and Stochastic …
containing the applications of the infrastructure of Volumes I–II to Harmonic and Stochastic …
Cylindrical continuous martingales and stochastic integration in infinite dimensions
M Veraar, I Yaroslavtsev - 2016 - projecteuclid.org
In this paper we define a new type of quadratic variation for cylindrical continuous local
martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical …
martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical …
[HTML][HTML] On stochastic conservation laws and Malliavin calculus
KH Karlsen, EB Storrøsten - Journal of Functional Analysis, 2017 - Elsevier
For stochastic conservation laws driven by a semilinear noise term, we propose a
generalization of the Kružkov entropy condition by allowing the Kružkov constants to be …
generalization of the Kružkov entropy condition by allowing the Kružkov constants to be …
Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
S Cox, J van Neerven - Numerische Mathematik, 2013 - Springer
In this article we prove pathwise Hölder convergence with optimal rates of the implicit Euler
scheme for the abstract stochastic Cauchy problem 1.1 {dU (t) &= AU (t)\, dt+ F (t, U (t))\, dt+ …
scheme for the abstract stochastic Cauchy problem 1.1 {dU (t) &= AU (t)\, dt+ F (t, U (t))\, dt+ …
Representation of Itô integrals by Lebesgue/Bochner integrals
Q Lü, J Yong, X Zhang - Journal of the European Mathematical Society, 2012 - ems.press
Abstract In [Yong 2004], it was proved that as long as the integrand has certain properties,
the corresponding It\^ o integral can be written as a (parameterized) Lebesgue integral (or a …
the corresponding It\^ o integral can be written as a (parameterized) Lebesgue integral (or a …
Itô isomorphisms for -valued Poisson stochastic integrals
S Dirksen - 2014 - projecteuclid.org
Motivated by the study of existence, uniqueness and regularity of solutions to stochastic
partial differential equations driven by jump noise, we prove Itô isomorphisms for L^p-valued …
partial differential equations driven by jump noise, we prove Itô isomorphisms for L^p-valued …
A note on maximal estimates for stochastic convolutions
A NOTE ON MAXIMAL ESTIMATES FOR STOCHASTIC CONVOLUTIONS 1. Introduction and
main result Let (Ω, A , P) be a probability space Page 1 Czechoslovak Mathematical Journal, 61 …
main result Let (Ω, A , P) be a probability space Page 1 Czechoslovak Mathematical Journal, 61 …