getdoceca0. 357KB Jun 04 2011 12:05:09 AM
Teks penuh
Garis besar
Dokumen terkait
We also discuss applications of these bounds to the central limit theorem, simple random sampling, Poisson- Charlier approximation and geometric approximation using
(2007) use ingenious arguments based on ideas from differential games to show that a bounded convex planar domain cannot support any shy couplings of reflected Brownian motions if
For this stochastic partial differential equation with more general non-Lipschitz noise coefficients we show convergence of associated lattice systems, which are infinite
Stochastic partial differential equations of divergence form with discontinuous and unbounded coefficients are consid- ered in C 1 domains.. Existence and uniqueness results are
In section 4 we use this coupling to show the uniqueness of the stationary interface, and then finish the proof of theorem 12. Stochastic compactness for the width of
An important new aspect of the results in [ 12 ] is that they enable one to obtain uniqueness of stationary distributions for stochastic delay differential equations when the
Abstract: In this paper we give a solution for the one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an
We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian.. The process arose in a natural way
