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Key words: infinitely divisible distribution; the Goldie-Steutel-Bondesson class; stochastic inte- gral mapping; compound Poisson process; limit of the ranges of the iterated
We also discuss applications of these bounds to the central limit theorem, simple random sampling, Poisson- Charlier approximation and geometric approximation using
Note that also in the time inhomogeneous case the time dependent Dirichlet form is controlled, uniformly in time, by the Dirichlet form of the simple random walk, and therefore
Large deviation principles are established for the two-parameter Poisson-Dirichlet distribu- tion and two-parameter Dirichlet process when parameter θ approaches infinity. The
coordinate systems this problem is reduced to the ǫ-covering time of the two-dimensional (flat) torus by a (standard) Brownian motion. In this paper we deal with manifolds of
Absolutely continuous stochastic process, mass transportation problem, Salisbury’s problem, Markov control, zero-noise
Since (3.10) is an ordinary integral equation, no stochastic integrals enter, so that if we choose ω so that t → Wt(ω) is continuous, the theory of (non-stochastic) integral
In the subsequent sections we apply the basic definition to the following partial differential equations and systems: nonlinear Poisson equations, p-Laplace equations,
