scientific article
From MaRDI portal
Publication:4004188
zbMath0751.60035MaRDI QIDQ4004188
Wojbor A. Woyczyński, Stanislaw Kwapien
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationscharacteristic functionscontraction principleBanach spacedecouplingmaximal inequalitiesMalliavin's calculusmultiple stochastic integralsMusielak-Orlicz spacespolynomial chaosesmartingale inequalitiesdecoupling inequalitiesrandom chaosconvergence of random multilinear formsmultiple random series
Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic processes (60Gxx)
Related Items (max. 100)
Stochastic integration in quasi-Banach spaces ⋮ Stochastic complex integrals in a two-dimensional flow ⋮ Infinitesimal invariance of completely Random Measures for 2D Euler Equations ⋮ ON JACOD–GRIGELIONIS CHARACTERISTICS FOR HILBERT SPACE VALUED SEMIMARTINGALES ⋮ Sparse Rademacher chaos in symmetric spaces ⋮ Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ Stochastic Equations with Boundary Noise ⋮ On the geometry of polytopes generated by heavy-tailed random vectors ⋮ Riemann integral of a random function and the parabolic equation with a general stochastic measure ⋮ On convergence of moving average series of martingale differences fields taking values in Banach spaces ⋮ Finite dimensional models for random microstructures ⋮ On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions ⋮ A probabilistic approach to Hilbert transforms on free group von Neumann algebras ⋮ Averaging principle for equation driven by a stochastic measure ⋮ Stochastic Partial Differential Equations Driven by General Stochastic Measures ⋮ Averaging principle for the one-dimensional parabolic equation driven by stochastic measure ⋮ High-dimensional central limit theorems for homogeneous sums ⋮ Decoupling inequalities with exponential constants ⋮ Wave equation with a stochastic measure ⋮ Fourier transform of general stochastic measures ⋮ Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls ⋮ The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency ⋮ Bounding suprema of canonical processes via convex hull ⋮ Heat equation in a multidimensional domain with a general stochastic measure ⋮ Maximal inequalities and some applications ⋮ From \(p\)-Wasserstein bounds to moderate deviations ⋮ The Burgers equation driven by a stochastic measure ⋮ Four finite dimensional (FD) surrogates for continuous random processes ⋮ Averaging principle for the wave equation driven by a stochastic measure ⋮ Forty years of frequent items ⋮ COMPARISON OF WEAK AND STRONG MOMENTS FOR VECTORS WITH INDEPENDENT COORDINATES ⋮ The wave equation in the three-dimensional space driven by a general stochastic measure ⋮ On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes ⋮ Phase retrieval: stability and recovery guarantees ⋮ Student processes ⋮ Factoring multi-sublinear maps ⋮ Hausdorff–Young-type inequalities for vector-valued Dirichlet series ⋮ Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails ⋮ Convergence in mean of some random Fourier series ⋮ Approximation of solution of the cable equation driven by a stochastic measure ⋮ Self-scaling of turbulent energy dissipation correlators ⋮ Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence ⋮ Maxima of continuous-time stationary stable processes ⋮ A Poisson bridge between fractional Brownian motion and stable Lévy motion ⋮ Concentration inequalities for semi-bounded martingales ⋮ The large deviation principle for certain series ⋮ Integral equations with respect to a general stochastic measure ⋮ A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares ⋮ Fourier series and Fourier–Haar series for stochastic measures ⋮ On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions ⋮ Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments ⋮ On a contraction property of Bernoulli canonical processes ⋮ Fourier Series Expansion of Stochastic Measures ⋮ Fractional Integrals and Extensions of Selfdecomposability ⋮ Approximation of solutions of the wave equation driven by a stochastic measure ⋮ On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields ⋮ The equation for vibrations of a fixed string driven by a general stochastic measure ⋮ Vector-valued general Dirichlet series ⋮ Extremes of regularly varying Lévy-driven mixed moving average processes ⋮ Stochastic complex integrals associated with homogeneous independently scattered random measures on the line ⋮ Wave equation in the plane driven by a general stochastic measure ⋮ Unnamed Item ⋮ Approximation of the solution to the parabolic equation driven by stochastic measure ⋮ Properties of integrals with respect to a general stochastic measure in a stochastic heat equation ⋮ Random representation of Blasius’ formula through stochastic complex integrals ⋮ Gaussian limit fields for the integrated periodogram ⋮ Cable equation with a general stochastic measure ⋮ On the existence and uniqueness of solutions of the Cauchy problem for wave equations with general stochastic measures ⋮ Lévy Systems and Moment Formulas for Mixed Poisson Integrals ⋮ Mild solution of the parabolic equation driven by a $\sigma $-finite stochastic measure ⋮ Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals ⋮ Evolution Equations Driven by General Stochastic Measures in Hilbert Space ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors ⋮ A biparameter decomposition of Davis–Garsia type ⋮ Necessary and sufficient conditions for the strong law of large numbers for \(U\)-statistics. ⋮ Measuring the magnitude of sums of independent random variables ⋮ Stochastic two dimensional Euler equations ⋮ Decoupling and domination inequalities with application to Wald's identity for martingales ⋮ Non-Gaussian scenarios for the heat equation with singular initial conditions ⋮ Distributional limit theorems over a stationary Gaussian sequence of random vectors. ⋮ Rademacher chaos: tail estimates versus limit theorems ⋮ \(R\)-boundedness versus \(\gamma\)-boundedness ⋮ Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations ⋮ On Azuma-type inequalities for Banach space-valued martingales ⋮ Functional convergence of linear processes with heavy-tailed innovations ⋮ Long strange segments in a long-range-dependent moving average. ⋮ Sharp norm comparison of the maxima of a sequence and its predictable projection ⋮ Maximal regularity for stochastic convolutions driven by Lévy processes ⋮ Lebesgue constants of the Walsh system and Banach limits ⋮ Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise ⋮ Stochastic reaction-diffusion equations driven by jump processes ⋮ Heat equation with general stochastic measure colored in time ⋮ Random rewards, fractional Brownian local times and stable self-similar processes ⋮ The Hanson-Wright inequality for random tensors ⋮ When is the Student \(t\)-statistic asymptotically standard normal? ⋮ Markov type and threshold embeddings ⋮ Moment inequalities for U-statistics ⋮ A Lévy-ottaviani type inequality for the Bernoulli process on an interval ⋮ Weak drifts of infinitely divisible distributions and their applications ⋮ Kuelbs-Li inequalities and metric entropy of convex hulls
This page was built for publication:
