×

Found 35 Documents (Results 1–35)

Logarithmic Sobolev inequality for diffusion semigroups. (English) Zbl 1338.46047

Ollivier, Yann (ed.) et al., Optimal transport. Theory and applications. Proceedings of the summer school ‘Optimal transportation: theory and applications’, Fourier Institute, Grenoble, France. Cambridge: Cambridge University Press (ISBN 978-1-107-68949-7/pbk; 978-1-107-29729-6/ebook). London Mathematical Society Lecture Note Series 413, 41-57 (2014).
MSC:  46E35 47D07 60J60
PDFBibTeX XMLCite
Full Text: arXiv

Generalized Ornstein-Uhlenbeck processes on separable Banach spaces. (English) Zbl 1168.60016

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications V. Proceedings of the 5th seminar, Centro Stefano Franscini, Ascona, Switzerland, May 30 to June 3, 2005. Basel: Birkhäuser (ISBN 978-3-7643-8457-9/hbk). Progress in Probability 59, 261-274 (2008).
PDFBibTeX XMLCite

Linear stochastic equations in a Hilbert space with a fractional Brownian motion. (English) Zbl 1133.60015

Yan, Houmin (ed.) et al., Stochastic processes, optimization, and control theory: applications in financial engineering, queueing networks, and manufacturing systems. A volume in honor of Suresh Sethi on the occasion of his 60th birthday. New York, NY: Springer (ISBN 0-387-33770-9/hbk). International Series in Operations Research & Management Science 94, 201-221 (2006).
PDFBibTeX XMLCite

Non-isotropic Ornstein-Uhlenbeck process and white noise analysis. (English) Zbl 0884.60034

Csiszár, I. (ed.) et al., Stochastic differential and difference equations. Papers from the conference, Györ, Hungary, August 21–24, 1996. Boston, MA: Birkhäuser. Prog. Syst. Control Theory. 23, 167-182 (1997).
Reviewer: I.Dôku (Urawa)
MSC:  60G20 46F25
PDFBibTeX XMLCite

Filter Results by …

Document Type

all top 5

Year of Publication

all top 3

Main Field