Chasing balls through martingale fields

DOI10.1214/aop/1039548381zbMath1017.60073OpenAlexW2021911569MaRDI QIDQ1872318

David Steinsaltz, Michael K. R. Scheutzow

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1039548381

zbMATH Keywords

exceptional pointsdichotomystochastic flowsballistic pointsmartingale fieldretraction principlesubmartingale inequalitiessupermartingale inequalities

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integral equations (60H20)

Related Items (7)

Dispersion rates under finite mode Kolmogorov flows ⋮ Sample path properties of the stochastic flows. ⋮ Uniform shrinking and expansion under isotropic Brownian flows ⋮ Asymptotic support theorem for planar isotropic Brownian flows ⋮ On the random dynamics of Volterra quadratic operators ⋮ Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations ⋮ Random logistic maps and Lyapunov exponents

Cites Work

• Isotropic stochastic flows
• Linear bounds for stochastic dispersion.
• Weak convergence and empirical processes. With applications to statistics
• Linear expansion of isotropic Brownian flows
• Diffusions and Elliptic Operators
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Chasing balls through martingale fields