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Some classes of multivariate in- finitely divisible distributions admitting stochastic integral representations.. A connection between free and classical
We give a new representation of fractional Brownian motion with Hurst parameter H ≤ 1 2 using stochastic partial differential equations.. This representation allows us to use the
Li, Strong p -completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds. Strichartz, Harmonic analysis on constant curvature
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
The overarching goal of this article is to prove the unique ergodicity of a class of nonlinear stochastic partial differential equations (SPDEs) driven by a finite number of
We consider the maximum of the discrete two dimensional Gaussian free field in a box, and prove the existence of a (dense) deterministic subsequence along which the maximum, centered
In Section 3 we treat the rele- vant deterministic equations and in Section 4 we prove existence, uniqueness and estimates in terms of the data of the solution of the equation
Key words: Martingale, differential subordination, orthogonal martingales, moment inequality, stochastic integral, Brownian motion, best constants.. AMS 2000 Subject
