Results 21 to 30 of about 1,634 (85)
Infinite secret sharing – Examples
Journal of Mathematical Cryptology, 2014 The motivation for extending secret sharing schemes to cases when either the set of players is infinite or the domain from which the secret and/or the shares are drawn is infinite or both, is similar to the case when switching to abstract probability ...
Dibert Alexander, Csirmaz László
doaj +1 more source
Packing-Dimension Profiles and Fractional Brownian Motion [PDF]
, 2007 In order to compute the packing dimension of orthogonal projections Falconer and Howroyd (1997) introduced a family of packing dimension profiles ${\rm Dim}_s$ that are parametrized by real numbers $s>0$.
DAVAR KHOSHNEVISAN +4 more
core +2 more sources
International Journal of Stochastic Analysis, Volume 14, Issue 3, Page 215-226, 2001., 2001 The optimal filtering problem for multidimensional continuous possibly non‐Markovian, Gaussian processes, observed through a linear channel driven by a Brownian motion, is revisited. Explicit Volterra type filtering equations involving the covariance function of the filtered process are derived both for the conditional mean and for the covariance of ...
M. L. Kleptsyna, A. Le Breton
wiley +1 more source
Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 [PDF]
, 2008 The aim of this paper is to prove an analogue of Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2. This inequality is concerned with the norm estimate of the difference between finite- and infinite-past ...
Inoue, Akihiko +2 more
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Self‐similar processes in collective risk theory
International Journal of Stochastic Analysis, Volume 11, Issue 4, Page 429-448, 1998., 1998 Collective risk theory is concerned with random fluctuations of the total assets and the risk reserve of an insurance company. In this paper we consider self‐similar, continuous processes with stationary increments for the renewal model in risk theory. We construct a risk model which shows a mechanism of long range dependence of claims.
Zbigniew Michna
wiley +1 more source
An approach to the stochastic calculus in the non‐Gaussian case
International Journal of Stochastic Analysis, Volume 8, Issue 4, Page 361-370, 1995., 1995 We introduce and study a class of operators of stochastic differentiation and integration for non‐Gaussian processes. As an application, we establish an analog of the Itô formula.
Andrey A. Dorogovtsev
wiley +1 more source
Square variation of Brownian paths in Banach spaces
International Journal of Mathematics and Mathematical Sciences, Volume 5, Issue 3, Page 605-607, 1982., 1982 It is known that if {W(t), 0 ≤ t ≤ 1} is a standard Brownian motion in ℝ then almost surely. We generalize this celebrated theorem of Levy to Brownian motion in real separable Banach spaces.
Mou-Hsiung Chang
wiley +1 more source
A note on stability of SPDEs driven by α-stable noises
Advances in Differential Equations, 2014 In this paper, by the Minkovski inequality and the semigroup method we discuss the stability of mild solutions for a class of SPDEs driven by α-stable noise, and the methods are also generalized to deal with the stability of SPDEs driven by subordinated ...
Jiying Wang, Yulei Rao
semanticscholar +2 more sources
Gaussian lower bounds for the density via Malliavin calculus [PDF]
, 2019 In this paper, based on a known formula, we use a simple idea to get a new representation for the density of Malliavin differentiable random variables.
Dung, Nguyen Tien
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Journal of Inequalities and Applications, 2013 In this paper, using the recent results on Stein’s method combining with Malliavin calculus and the almost sure central limit theorem for sequences of functionals of general Gaussian fields developed by Nourdin and Peccati, we derive the explicit bounds ...
Guangjun Shen, Litan Yan, Jing Cui
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