Cover Image

Universal generalized functionals and finitely absolutely continuous measures on Banach spaces

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Dorogovtsev, A. A., Salhi, Naoufel
Format:	Preprint
Published:	2024
Subjects:	Probability 60A10, 60G15, 60H05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Red noise in continuous-time stochastic modelling
by: Morr, Andreas, et al.
Published: (2022)

Stratonovich-type integral with respect to a general stochastic measure
by: Radchenko, Vadym
Published: (2016)

A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals
by: Es-Sebaiy, Khalifa
Published: (2024)

Cut-off phenomenon and asymptotic mixing for multivariate general linear processes
by: Barrera, Gerardo, et al.
Published: (2025)

Gaussian structure in coalescing stochastic flows
by: Dorogovtsev, A. A., et al.
Published: (2021)

Temporal quartic variation for non-linear stochastic heat equations with piecewise constant coefficients
by: Li, Yongkang, et al.
Published: (2024)

SPDEs driven by standard symmetric $α$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
by: Bodó, Gergely, et al.
Published: (2024)

Measure Theory of Conditionally Independent Random Function Evaluation
by: Benning, Felix
Published: (2025)

Stable limit theorems on the Poisson space
by: Herry, Ronan
Published: (2019)

Stochastic wave equation with additive fractional noise: solvability and global Hölder continuity
by: Liu, Shuhui, et al.
Published: (2023)

On asymptotic behavior of solutions to random fractional Riesz-Bessel equations with cyclic long memory initial conditions
by: Alghamdi, Maha Mosaad A., et al.
Published: (2025)

Averaging principle for equation driven by a stochastic measure
by: Radchenko, Vadym
Published: (2018)

Central limit theorems for nonlinear stochastic wave equations in dimension three
by: Ebina, Masahisa
Published: (2022)

Central limit theorems for stochastic wave equations in high dimensions
by: Ebina, Masahisa
Published: (2023)

Limit theorems for stochastic Volterra processes
by: Bianchi, Luigi Amedeo, et al.
Published: (2025)

Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure
by: Cambronero, Santiago, et al.
Published: (2024)

An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
by: Fontes, Ramiro
Published: (2026)

Quantitative bounds for high-dimensional non-linear functionals of Gaussian processes
by: Basse-O'Connor, Andreas, et al.
Published: (2025)

Berry-Esséen bound for complex Wiener-Itô integral
by: Chen, Huiping, et al.
Published: (2024)

Convergence Uniform on Compacts in Probability with Applications to Stochastic Analysis in Duals of Nuclear Spaces
by: Fonseca-Mora, C. A.
Published: (2023)

Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
by: Xu, Wenting, et al.
Published: (2024)

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
by: Cox, Sonja, et al.
Published: (2013)

Large deviation principle for slow-fast rough differential equations via controlled rough paths
by: Yang, Xiaoyu, et al.
Published: (2024)

Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)

Large and moderate deviation for rough slow-fast system with level 3 geometric rough path
by: Yang, Xiaoyu, et al.
Published: (2025)

Large deviation principle for slow-fast system with mixed fractional Brownian motion
by: Inahama, Yuzuru, et al.
Published: (2023)

Sharp supremum and Hölder bounds for stochastic integrals indexed by a parameter
by: Cox, Sonja, et al.
Published: (2024)

Multiscale Asymptotic Analysis of Kernel-Smoothed Solutions to Fractional Riesz-Bessel Equations with Random Initial Conditions
by: Khan, Shahid, et al.
Published: (2026)

Stochastic Volterra equations with random functional coefficients in Banach spaces
by: Kalinin, Alexander
Published: (2026)

1D stochastic pressure equation with log-correlated Gaussian coefficients
by: Avelin, Benny, et al.
Published: (2024)

Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)

Multiscaling asymptotic behavior of solutions to random high-order heat equations
by: Alghamdi, Maha Mosaad A, et al.
Published: (2025)

The Poisson Multiplication Formula
by: Cristofaro, Lorenzo, et al.
Published: (2025)

Stochastic fractional heat equation with general rough noise
by: Qian, Bin, et al.
Published: (2026)

Hölder estimates and weak convergences of certain weighted sum processes
by: Aida, Shigeki, et al.
Published: (2024)

Existence of weak solutions to stochastic heat equations driven by truncated $α$-stable white noises with non-Lipschitz coefficients
by: Wang, Yongjin, et al.
Published: (2022)

An interpolation of discrete rough differential equations and its applications to analysis of error distributions
by: Aida, Shigeki, et al.
Published: (2023)

Optimal local central limit theorems on Wiener chaos
by: Ebina, Masahisa, et al.
Published: (2025)

Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
by: Loosveldt, Laurent, et al.
Published: (2025)

Stochastic Calculus as Operator Factorization An Operator-Covariant Derivative and Unified Representation
by: Fontes, Ramiro
Published: (2026)