Chaining Techniques and their Application to Stochastic Flows
Probability
2008-04-09 v1
Abstract
We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can be applied to obtain upper bounds for the growth of bounded sets under the action of a stochastic flow.
Cite
@article{arxiv.0804.1263,
title = {Chaining Techniques and their Application to Stochastic Flows},
author = {Michael Scheutzow},
journal= {arXiv preprint arXiv:0804.1263},
year = {2008}
}