ﻻ يوجد ملخص باللغة العربية
In this paper we study the regularity properties of linear and polynomial images of Skorohod differentiable measures. Firstly, we obtain estimates for the Skorohod derivative norm of a projection of a product of Scorohod differentiable measures. In the second part of the paper we prove Nikolskii--Besov regularity of a polynomial image of a Skorohod differentiable measure on $mathbb{R}^n$.
Given a continuous Gaussian process $x$ which gives rise to a $p$-geometric rough path for $pin (2,3)$, and a general continuous process $y$ controlled by $x$, under proper conditions we establish the relationship between the Skorohod integral $int_0
We propose a decomposition method to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables, the converge
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of partition
We show that the problem of finding the measure supported on a compact subset K of the complex plane such that the variance of the least squares predictor by polynomials of degree at most n at a point exterior to K is a minimum, is equivalent to the
We consider Gaussian measures $mu, tilde{mu}$ on a separable Hilbert space, with fractional-order covariance operators $A^{-2beta}$ resp. $tilde{A}^{-2tilde{beta}}$, and derive necessary and sufficient conditions on $A, tilde{A}$ and $beta, tilde{bet