scientific article; zbMATH DE number 193549
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(only showing first 100 items - show all)- Stochastic integration for Lévy processes with values in Banach spaces
- BV functions in abstract Wiener spaces
- On the average case solvability of ill-posed problems
- Gaussian mean boundedness of densely defined linear operators
- Lower bounds for the complexity of Monte Carlo function approximation
- Nonsymmetric Ornstein-Uhlenbeck semigroups in Banach spaces
- Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
- Mixing on function spaces
- A note on the central limit theorem for stochastically continuous processes
- Linear ill-posed problems are solvable on the average for all Gaussian measures
- Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions
- Harnack and functional inequalities for generalized Mehler semigroups.
- Large and moderate deviations for infinite-dimensional autoregressive processes.
- An application of the Ryll-Nardzewski-Woyczyński theorem to a uniform weak law for tail series of weighted sums of random elements in Banach spaces
- Average approximations and moments of measures
- A concept of energy Banach space and its application to the gradient method
- Cylindrical Wigner measures
- Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space
- Stable cylindrical Lévy processes and the stochastic Cauchy problem
- Strong mixing Gaussian measures for chaotic semigroups
- A new framework for the statistical analysis of set-valued random elements
- Limit distribution of the Banach random walk
- An approach to stochastic integration in general separable Banach spaces
- Random walk in balls and an extension of the Banach integral in abstract spaces
- Positive definite functions and stable random vectors
- Continuous restrictions of measurable linear operators
- Adaptive estimation for affine stochastic delay differential equations
- A generalized Schur complement for nonnegative operators on linear spaces
- The central limit theorem for empirical and quantile processes in some Banach spaces
- Strict positivity for stochastic heat equations
- Characterizations of infinite dimensional Gaussian shift experiments
- Functional quantization of Gaussian processes
- The average case complexity of the Fredholm equation of second kind with free term in H^ r()
- Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
- Inference on functionals under first order degeneracy
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
- Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
- Orlicz sequence spaces spanned by identically distributed independent random variables in \(L_p\)-spaces
- Essential stability of the alpha cores of finite games with incomplete information
- The domain of definition of the Lévy white noise
- Sticky-reflected stochastic heat equation driven by colored noise
- Strong convergence rates for Markovian representations of fractional processes
- Nearly optimal robust mean estimation via empirical characteristic function
- Asymptotic normality of sums of Hilbert space valued random elements
- Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness
- On functions of bounded variation on convex domains in Hilbert spaces
- Stochastic integration with respect to cylindrical semimartingales
- Higher derivatives of operator functions in ideals of von Neumann algebras
- On linear spline algorithms of computerized tomography in the space of n-orbits
- Stochastic integration with respect to canonical -stable cylindrical Lévy processes
- Recurrence properties for linear dynamical systems: an approach via invariant measures
- Hyper-ideals of multilinear operators and two-sided polynomial ideals generated by sequence classes
- Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
- On complexification of real spaces and its manifestations in the theory of Bochner and Pettis integrals
- Lévy processes and infinitely divisible measures in the dual of a nuclear space
- Semimartingales on duals of nuclear spaces
- A Feller transition kernel with measure supports given by a set-valued mapping
- Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
- Testing independence of functional variables by angle covariance
- Stochastic integration with respect to cylindrical Lévy processes by p-summing operators
- On a certain class of positive definite functions and measures on locally compact abelian groups and inner-product spaces
- Compactness in the Lebesgue-Bochner spaces \(L^p({\mu};X)\)
- Large but finite games with asymmetric information
- Regularities of Riesz space-valued non-additive measures with applications to convergence theorems for Choquet integrals
- Nonparametric M-estimation for functional stationary ergodic data
- Characteristic functionals of Dirichlet measures
- \(BV\) functions on open domains: the Wiener case and a Fomin differentiable case
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
- Rearrangements of series
- Uniqueness of the nonlinear Schrödinger equation driven by jump processes
- A supermartingale approach to Gaussian process based sequential design of experiments
- Approximation of solutions of the stochastic wave equation by using the Fourier series
- On the analyticity of the Fredholm determinant
- Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
- Grade-two fluids on non-smooth domain driven by multiplicative noise: existence, uniqueness and regularity
- On the transformation of vector-valued sequences by linear and multilinear operators
- A Hölderian functional central limit theorem for a multi-indexed summation process
- Stochastic integration in UMD Banach spaces
- Uniqueness for stochastic non-linear wave equations
- Kernel dimension reduction in regression
- On distribution of the norm for normal random elements in the space of continuous functions
- Stochastic control of tidal dynamics equation with Lévy noise
- Martingale weak solutions of the stochastic Landau-Lifshitz-Bloch equation
- A new approach to stochastic evolution equations with adapted drift
- Geodesics of random Riemannian metrics
- Compactness in vector-valued Banach function spaces
- Disintegration of Gaussian measures and average-case optimal algorithms
- Gaussian chaos laws on Banach function spaces
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Limit distributions of least squares estimators in linear regression models with vague concepts
- A sufficient condition for the CLT in the space of nuclear operators -- application to covariance of random functions
- The stochastic fractional power dissipative equations in any dimension and applications
- High-dimensional principal projections
- Universal consistency of delta estimators
- Least-squares estimation of multifractional random fields in a Hilbert-valued context
- Sequences of independent functions in rearrangement invariant spaces
- The law of large numbers for weakly correlated random elements in the spaces \(l_p, 1 \leqslant p<\infty\)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces
- SPDE bridges with observation noise and their spatial approximation
- Hilbert space analysis of latin hypercube sampling
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