getdoc0160. 126KB Jun 04 2011 12:04:01 AM
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There are also some extra difficulties; for example we need to establish results related to the Cental Limit Theorem which are standard for random walks but apparently not
We prove well-posedness of the martingale problem for an infinite-dimensional degenerate elliptic operator under appropriate H¨older continuity conditions on the coefficients..
and Sharma, M., Proofs of the Parisi and Coppersmith-Sorkin ran- dom assignment conjectures, Random Structures and Algorithms 27 No. G., On the expected optimal value of
Mean convergence theorems and weak laws of large numbers for double arrays of random variables. Inequalities with applications to the weak convergence of random pro- cesses
Applying known results on weak convergence of random tree walks to Brownian excursion, we give a conceptually simpler rederivation of the Aldous-Pitman (1994) result on convergence
Abstract Following the Arnold-Marsden-Ebin approach, we prove local (global in 2-D) existence and uniqueness of classical (H¨ older class) solutions of stochastic Euler equation
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: Weak convergence, Bernoulli random walks, Brownian meander, bridge, ex- cursion, peaks.... } be the set of
