Hitting probabilities for nonlinear systems of stochastic waves:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Providence, RI
American Math. Soc.
2015
|
| Series: | Memoirs of the American Mathematical Society
1120 = Vol. 237,4 |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | "Volume 237, number 1120 (fourth of 6 numbers), September 2015." |
| Physical Description: | V, 75 S. |
| ISBN: | 9781470414238 |
Staff View
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| 245 | 1 | 0 | |a Hitting probabilities for nonlinear systems of stochastic waves |c Robert C. Dalang ; Marta Sanz-Solé |
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Record in the Search Index
| _version_ | 1804175173013733376 |
|---|---|
| adam_text | Contents
Chapter 1. Introduction 1
Chapter 2. Upper bounds on hitting probabilities 9
2.1. Bounds on the moments of increments 10
2.2. Uniform bound on the probability density function 14
Chapter 3. Conditions on Malliavin matrix eigenvalues for lower bounds 21
3.1. Upper bounds for joint densities 22
3.2. Proof of lower bounds on hitting probabilities 27
Chapter 4. Study of Malliavin matrix eigenvalues and lower bounds 31
4.1. Study of the small eigenvalues 31
4.2. Study of the large eigenvalues 38
Appendix A. Technical estimates 47
A.l. Bounds on Malliavin norms 47
A.2. Integrated increments of the covariance function 56
A.3. Further bounds on Malliavin norms and inner-products 68
Bibliography 73
hi
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| author | Dalang, Robert C. 1961- |
| author_GND | (DE-588)120870878 (DE-588)131512218 |
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| author_sort | Dalang, Robert C. 1961- |
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| id | DE-604.BV042885983 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:12:04Z |
| institution | BVB |
| isbn | 9781470414238 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028314663 |
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| physical | V, 75 S. |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | American Math. Soc. |
| record_format | marc |
| series | Memoirs of the American Mathematical Society |
| series2 | Memoirs of the American Mathematical Society |
| spelling | Dalang, Robert C. 1961- Verfasser (DE-588)120870878 aut Hitting probabilities for nonlinear systems of stochastic waves Robert C. Dalang ; Marta Sanz-Solé Providence, RI American Math. Soc. 2015 V, 75 S. txt rdacontent n rdamedia nc rdacarrier Memoirs of the American Mathematical Society 1120 = Vol. 237,4 "Volume 237, number 1120 (fourth of 6 numbers), September 2015." Sanz-Solé, Marta 1952- Sonstige (DE-588)131512218 oth Memoirs of the American Mathematical Society 1120 = Vol. 237,4 (DE-604)BV008000141 1120 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028314663&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dalang, Robert C. 1961- Hitting probabilities for nonlinear systems of stochastic waves Memoirs of the American Mathematical Society |
| title | Hitting probabilities for nonlinear systems of stochastic waves |
| title_auth | Hitting probabilities for nonlinear systems of stochastic waves |
| title_exact_search | Hitting probabilities for nonlinear systems of stochastic waves |
| title_full | Hitting probabilities for nonlinear systems of stochastic waves Robert C. Dalang ; Marta Sanz-Solé |
| title_fullStr | Hitting probabilities for nonlinear systems of stochastic waves Robert C. Dalang ; Marta Sanz-Solé |
| title_full_unstemmed | Hitting probabilities for nonlinear systems of stochastic waves Robert C. Dalang ; Marta Sanz-Solé |
| title_short | Hitting probabilities for nonlinear systems of stochastic waves |
| title_sort | hitting probabilities for nonlinear systems of stochastic waves |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028314663&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV008000141 |
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