相关论文: Almost Sure Uniform Convergence of Stochastic Proc…

Let $\Phi'$ denote the strong dual of a nuclear space $\Phi$. In this paper we introduce sufficient conditions for the convergence uniform on compacts in probability for a sequence of $\Phi'$-valued processes with continuous or…

Let $\Phi$ be a nuclear space and let $\Phi'_{\beta}$ denote its strong dual. In this paper we introduce sufficient conditions for a cylindrical process in $\Phi'$ to have a version that is a $\Phi'_{\beta}$-valued continuous or…

Let $\Phi$ be a locally convex space and let $\Phi'$ denote its strong dual. In this paper we introduce sufficient conditions for the existence of a continuous or a c\`{a}dl\`{a}g $\Phi'$-valued version to a cylindrical process defined on…

Let $\Phi$ a locally convex space and $\Psi$ be a quasi-complete, bornological, nuclear space (like spaces of smooth functions and distributions) with dual spaces $\Phi'$ and $\Psi'$. In this work we introduce sufficient conditions for time…

Consider a class of probability distributions which is dense in the space of all probability distributions on $\mathbb{R}^{d}$ with respect to weak convergence, for every $d\in\mathbb{N}$. Then, we construct various explicit classes of…

We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…

In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…

Let $\Phi$ be a unital completely positive (UCP) map on the space of operators on some Hilbert space. We assume that $\Phi$ is $\eta$-idempotent, namely, $\|\Phi^2-\Phi\|_{\mathrm{cb}} \le\eta$, and construct an associated…

Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary $\beta-$mixing stochastic processes defined on Hilbert space. Our result can be applied to Markov chain satisfying Meyn-Tweedie type…

In the present paper, some sufficient and necessary conditions for two frames $\Phi=(\varphi_n)_n$ and $\Psi=(\psi_n)_n$ under which they are approximately or generalized dual frames are determined depending on the properties of their…

Let $H$ be an infinite-dimensional separable Hilbert space and let $(X,d,\mu)$ be a metric measure space satisfying the doubling and upper Alhfors regularity conditions at small scale. We prove that every bounded continuous tight frame…

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

We study conditions so that the determinantal point process $\Lambda_\phi$ associated to a generalized Fock space defined by a doubling subharmonic weight $\phi$ is almost surely a separated sequence in $\mathbb C$. Under a natural…

Under mild conditions on a family of independent random variables $(X_n)$ we prove that almost sure convergence of a sequence of tetrahedral polynomial chaoses of uniformly bounded degrees in the variables $(X_n)$ implies the almost sure…

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…

In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…

We define a uniformly behaved in ${\mathbb N}$ arithmetic sequence ${\bf a}$ and an ${\bf a}$-mean Lyapunov stable dynamical system $f$. We consider the time-average of a continuous function $\phi$ along the ${\bf a}$-orbit of $f$ up to…

In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…

A classical fact of the theory of almost periodic functions is the existence of their asymptotic distributions. In probabilistic terms, this means that if $f$ is a Besicovitch almost periodic function and $V$ is a random variable uniformly…