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The notion of weak uniqueness requiring that the joint distribution of the solution and the stochastic inputs be uniquely determined used by Engelbert and also by Jacod (12) is
Since the models of [ FT04 ] and [ FN06 ] are not attractive, a new tool, the stochastic theory of compensated compactness is used there to pass to the hydrodynamic limit;
Stochastic fixed point equation, weighted branching process, infinite divisibility, L´evy measure, Choquet-Deny theorem, stable distributions.. AMS 2000
We show how to use the Malliavin calculus to obtain a new exact formula for the density ρ of the law of any random variable Z which is measurable and differentiable with respect to
Section 2 has some estimates on the potential kernel for random walks in the plane, while Section 3 has the proof of the stochastic calculus results we need.. Theorem 1.1 in the
The notion of attractor is concerned with the asymptotic behaviour of trajectories of semigroups of operators. Stochastic Navier–Stokes equations, measure attractors. The research
Using the Lyapunov function approach we prove that such measures satisfy different kind of functional inequalities such as weak Poincaré and weak Cheeger, weighted Poincaré and
Key words: semimartingales; Gaussian processes; stationary processes; moving averages; stochastic convolutions; non-canonical representations.. AMS 2000 Subject Classification:
