Wiener chaos decomposition

2010 ◽  
pp. 193-196
Author(s):  
Alexander Kechris
Keyword(s):  
Wiener Chaos ◽  
Chaos Decomposition

Limit theorems for long-memory flows on Wiener chaos

Bernoulli ◽  
2020 ◽  
Vol 26 (2) ◽  
pp. 1473-1503 ◽  
Author(s):  
Shuyang Bai ◽  
Murad S. Taqqu
Keyword(s):  
Long Memory ◽  
Limit Theorems ◽  
Wiener Chaos

scholarly journals Lp-valued stochastic convolution integral driven by Volterra noise

2018 ◽  
Vol 18 (06) ◽  
pp. 1850048 ◽  
Author(s):  
Petr Čoupek ◽  
Bohdan Maslowski ◽  
Martin Ondreját
Keyword(s):  
Banach Space ◽  
State Space ◽  
Stochastic Partial Differential Equations ◽  
Main Tool ◽  
Space Time ◽  
Convolution Integral ◽  
Hölder Continuous ◽  
Stochastic Convolution ◽  
Wiener Chaos ◽  
Convolution Integrals

Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space [Formula: see text]. The corresponding regularity is obtained by showing that the stochastic convolution integrals are Hölder continuous in a suitable function space. In particular cases, this allows us to show space-time Hölder continuity of the solution. The main tool used is a hypercontractivity result on Banach-space valued random variables in a finite Wiener chaos.

scholarly journals Expansion of the Density: A Wiener-Chaos Approach

Bernoulli ◽  
1999 ◽  
Vol 5 (2) ◽  
pp. 257 ◽  
Author(s):  
David Márquez-Carreras ◽  
Marta Sanz-Solé ◽  
David Marquez-Carreras ◽  
Marta Sanz-Sole
Keyword(s):  
Wiener Chaos

Wiener Chaos and Nonlinear Filtering

2006 ◽  
Vol 54 (3) ◽  
pp. 265-291 ◽  
Author(s):  
S.V. Lototsky
Keyword(s):  
Nonlinear Filtering ◽  
Wiener Chaos

Wiener Chaos: Moments, Cumulants and Diagrams

2011 ◽  
Author(s):  
Giovanni Peccati ◽  
Murad S. Taqqu
Keyword(s):  
Wiener Chaos

Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations

2011 ◽  
Vol 43 (1) ◽  
pp. 68-113 ◽  
Author(s):  
Athanasios N. Yannacopoulos ◽  
Nikolaos E. Frangos ◽  
Ioannis Karatzas
Keyword(s):  
Evolution Equations ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Wiener Chaos
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