getdoc8210. 197KB Jun 04 2011 12:04:35 AM
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In the context of ran- dom permutations, this was enough to prove the existence of a coupling of partitions with the desired fragmentation property, using the fact that the
The motivation in these papers, as here, is to ask whether an asymptotically stable deterministic system will remain (almost surely) asymptotically stable when it is subjected to
Key words: stochastic differential equations, Brownian motion, Law of the Iterated Logarithm, Motoo’s theorem, stochastic comparison principle, stationary processes,
ABSTRACT: Berestycki and Durrett used techniques from random graph theory to prove that the distance to the identity after iterating the random transposition shuffle undergoes
Nualart: Weak solution for stochastic differential equations driven by a fractional Brownian motion with parameter H > 1/2 and discontinuous drift preprint IMUB N o 319.
Although conditions (conditions UCV and UT) to ensure that one may interchange lim- its and stochastic integrals driven by semimartingales are now well known, the problem
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For example, in [ 3 ] the uniqueness of the stochastic linear transport equation with Hölder continuous drift was proved, through new results about stochastic flows of class C 1,
