ATTENTION: The software behind KU ScholarWorks is being upgraded to a new version. Starting July 15th, users will not be able to log in to the system, add items, nor make any changes until the new version is in place at the end of July. Searching for articles and opening files will continue to work while the system is being updated.
If you have any questions, please contact Marianne Reed at mreed@ku.edu .
Mathematics: Recent submissions
Now showing items 261-280 of 462
-
Random Nonlinear Wave Equations: Propagation of Singularities
(Institute of Mathematical Statistics (IMS), 1988-02-06)We investigate the smoothness properties of the solutions of one-dimensional wave equations with nonlinear random forcing. We define singularities as anomalies in the local modulus of continuity of the solutions. We prove ... -
A Martingale Approach to Point Processes in the Plane
(Institute of Mathematical Statistics (IMS), 1988-02-05)A rigorous definition of two-parameter point processes is given as a distribution of a denumerable number of random points in the plane. A characterization with stopping lines and relation with predictability are obtained. ... -
On the Relation Between the Stratonovich and Ogawa Integrals
(Institute of Mathematical Statistics (IMS), 1989-02-05)It is shown that for a suitable definition of the nonadapted Stratonovich stochastic integral, the existence of the Ogawa integral implies that the Stratonovich integral exists and the two are equal. -
Integration by Parts and Time Reversal for Diffusion Processes
(Institute of Mathematical Statistics (IMS), 1989-01-05)In this paper we obtain necessary and sufficient conditions for the reversibility of the diffusion property, assuming the existence of a density at every time t. The proofs are based on techniques of the stochastic calculus ... -
Markov Properties for Point Processes on the Plane
(Institute of Mathematical Statistics (IMS), 1990-02-02)It is proved that for a wide class of point processes indexed by the positive quadrant of the plane, and for a class of compact sets in this quadrant, the germ σ-field is equal to the σ-field generated by the values of the ... -
Boundary Value Problems for Stochastic Differential Equations
(Institute of Mathematical Statistics (IMS), 1991)In this paper, we study stochastic differential equations with boundary conditions at the endpoints of a time interval (instead of the customary initial condition). We present existence and uniqueness results and study the ... -
Randomized Stopping Points and Optimal Stopping on the Plane
(Institute of Mathematical Statistics (IMS), 1992-08-02)We prove that in continuous time, the extremal elements of the set of adapted random measures on R2+ are Dirac measures, assuming the underlying filtration satisfies the conditional qualitative independence property. This ... -
Large Deviations for a Class of Anticipating Stochastic Differential Equations
(Institute of Mathematical Statistics (IMS), 1992-10-02)Consider the family of perturbed stochastic differential equations on Rd, Xεt=Xε0+ε√∫t0σ(Xεs)∘dWs+∫t0b(Xεs)ds, ε>0, defined on the canonical space associated with the standard k-dimensional Wiener process W. We assume that ... -
Integration by Parts on Wiener Space and the Existence of Occupation Densities
(Institute of Mathematical Statistics (IMS), 1994-03-02)We present a general criterion for the existence of an occupation density, which is based on the integration by parts formula on Wiener space. This criterion is applied to two particular examples of anticipating processes. ... -
Markov Field Property of Stochastic Differential Equations
(Institute of Mathematical Statistics (IMS), 1995-03-01)The purpose of this paper is to prove a characterization of the conditional independence of two independent random variables given a particular functional of them, in terms of a factorization property. As an application ... -
Points of Positive Density for Smooth Functionals
(Institute of Mathematical Statistics (IMS), 1998-12-03)In this paper we show that the set of points where the density of a Wiener functional is strictly positive is an open connected set, assuming some regularity conditions. -
Stochastic evolution equations with random generators
(Institute of Mathematical Statistics (IMS), 1998-05-01)We prove the existence of a unique mild solution for a stochastic evolution equation on a Hilbert space driven by a cylindrical Wiener process. The generator of the corresponding evolution system is supposed to be random ... -
Evolution equation of a stochastic semigroup with white-noise drift
(Institute of Mathematical Statistics (IMS), 2000-09-20)We study the existence and uniqueness of the solution of a function-valued stochastic evolution equation based on a stochastic semigroup whose kernel p(s,t,y,x) is Brownian in s and t.The kernel p is supposed to be measurable ... -
Stochastic Calculus with Respect to Gaussian Processes
(Institute of Mathematical Statistics, 2001-12-05)In this paper we develop a stochastic calculus with respect to a Gaussian process of the form Bt=∫t0K(t,s)dWs, where W is a Wiener process and K(t,s) is a square integrable kernel, using the techniques of the stochastic ... -
Smoothness of the law of the supremum of the fractional Brownian motion
(Institute of Mathematical Statistics, 2003-07-25)This note is devoted to prove that the supremum of a fractional Brownian motion with Hurst parameter H∈(0,1) has an infinitely differentiable density on (0,∞). The proof of this result is based on the techniques of the ... -
Probabilistic models for vortex filaments based on fractional Brownian motion
(Institute of Mathematical Statistics (IMS), 2003-11-01)We consider a vortex structure based on a three-dimensional fractional Brownian motion with Hurst parameter H>12. We show that the energy H\vspace*{-1pt} has moments of any order under suitable conditions. When H∈(12,13) ... -
Renormalized self-intersection local time for fractional Brownian motion
(Institute of Mathematical Statistics, 2005-05-06) -
Central limit theorems for sequences of multiple stochastic integrals
(Institute of Mathematical Statistics (IMS), 2005-01-01)We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study ... -
Notes on the two-dimensional fractional Brownian motion
(Institute of Mathematical Statistics, 2006-02-17)We study the two-dimensional fractional Brownian motion with Hurst parameter H>½. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation ... -
Regularity of the density for the stochastic heat equation
(Institute of Mathematical Statistics (IMS), 2008-12-18)We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear ...
