Search results for " 60H05"

showing 3 items of 3 documents

Almost sure central limit theorems for random ratios and applications to lse for fractional ornstein–uhlenbeck processes

2012

We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the denominator is a positive term which converges almost surely to 1. This result leads to the ASCLT for least square estimators for Ornstein-Uhlenbeck process driven by fractional Brownian motion.

Mathematics::ProbabilityProbability (math.PR)FOS: MathematicsMathematics - Probability60F05 60G15 60H05 60H07
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Non-autonomous rough semilinear PDEs and the multiplicative Sewing Lemma

2021

We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a time-dependent family of unbounded operators acting on some scale of Banach spaces, while $\mathbf X\equiv(X,\mathbb X)$ is a two-step (non-necessarily geometric) rough path of H\"older regularity $\gamma >1/3.$ Besides dealing with non-autonomous evolution equations, our results also allow for unbounded operations in the noise term (up to some critical loss of regularity depending on that of the rough path $\mathbf X$). As a technical tool, we introduce a versi…

60H15 60H05 35K58 32A70Pure mathematicsLemma (mathematics)Rough pathSemigroupMultiplicative functionProbability (math.PR)Banach spacePropagatorParabolic partial differential equationFunctional Analysis (math.FA)Mathematics - Functional AnalysisMathematics - Analysis of PDEsRough partial differential equationsProduct (mathematics)Multiplicative Sewing lemmaFOS: Mathematics/dk/atira/pure/subjectarea/asjc/2600/2603UniquenessRough pathMathematics - ProbabilityAnalysisMathematicsAnalysis of PDEs (math.AP)
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On decoupling in Banach spaces

2021

AbstractWe consider decoupling inequalities for random variables taking values in a Banach space X. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be approximated by a Haar-type expansion in which only the pre-specified conditional distributions appear. Moreover, we show that in our framework a progressive enlargement of the underlying filtration does not affect the decoupling properties (in particular, it does not affect the constants involved). As a special case, we deal with one-sided moment inequalities for decoupled dyadic (i.e., Paley–Walsh) martingales and show that Burkholder–Davis–Gundy-type in…

Statistics and ProbabilityPure mathematicsGeneral MathematicsBanach space01 natural sciences010104 statistics & probabilityFOS: MathematicsFiltration (mathematics)decoupling in Banach spaces0101 mathematicsSpecial casestokastiset prosessitMathematicsMathematics::Functional Analysisdyadic martingalesProbability (math.PR)010102 general mathematicsDecoupling (cosmology)Conditional probability distributionBanachin avaruudetAdapted processMoment (mathematics)regular conditional probabilities60E15 60H05 46B09stochastic integrationStatistics Probability and UncertaintyfunktionaalianalyysiRandom variableMathematics - Probability
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