Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Paul Krée"'
Autor:
Paul Krée, Eric A. Carlen
Publikováno v:
Journal of Functional Analysis. 158:475-508
We develop a non-commutativeLpstochastic calculus for the Clifford stochastic integral, anL2theory of which has been developed by Barnett, Streater, and Wilde. The main results are certain non-commutativeLpinequalities relating Clifford integrals and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9aeac005fa58a7f97d0967c025611c0d
https://doi.org/10.1006/jfan.1998.3299
https://doi.org/10.1006/jfan.1998.3299
Autor:
Paul Krée
Publikováno v:
Structural Safety. 8:131-141
The first goal of the present paper is to introduce a new approach to probabilistic methods, proposed recently by the author. Following this some work concerning sharp conditioning is presented.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1782ee67ee69235dfb382796019346ca
https://doi.org/10.1016/0167-4730(90)90035-n
https://doi.org/10.1016/0167-4730(90)90035-n
Autor:
Walter Wedig, Paul Krée
Publikováno v:
Lecture Notes in Physics ISBN: 9783540602149
Probabilistic Methods in Applied Physics
Probabilistic Methods in Applied Physics
From the contents: - Simulation. - Stability. Lyapunov Exponents and Stochastic Bifurcation. - Probability Vector Spaces and Statistics on Trajectories. - Resolution of Fokker-Planck Equation (FPE). - Wiener Filtering.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7d87169830ff851f4e529b0b75d69f3
https://doi.org/10.1007/3-540-60214-3
https://doi.org/10.1007/3-540-60214-3
Autor:
Paul Krée, Eric A. Carlen
Publikováno v:
Ann. Probab. 19, no. 1 (1991), 354-368
For a continuous martingale $M$, let $\langle M, M\rangle$ denote the increasing process. Let $I_0, I_1,\ldots$ denote the iterated stochastic integrals of $M$. We prove the inequalities of Burkholder-Davis-Gundy type, $A_{p,n}\|\langle M, M \rangle^
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef981ecfdbbb5555a55da3b96176cc35
http://projecteuclid.org/euclid.aop/1176990549
http://projecteuclid.org/euclid.aop/1176990549
Autor:
Paul Krée
Publikováno v:
Stochastics, Algebra and Analysis in Classical and Quantum Dynamics ISBN: 9789401179782
The author thanks J. Dieudonne (resp. E. Carlen) for fruitful discussions concerning structures (resp. stochastic analysis); and also Ph. Blanchard and Testard for invitation at this very interesting Marseille conference. In 1933, A.N. Kolmogoroff di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8608a212a15a7d81cd6fcd83b87d8ccd
https://doi.org/10.1007/978-94-011-7976-8_7
https://doi.org/10.1007/978-94-011-7976-8_7
Autor:
Paul Krée
Publikováno v:
Stochastic Processes and their Applications ISBN: 9789401074520
Two apparently very different approachs of Ito’s Calculus have been recently introduced : one is the Hida’s analysis of the white noise and the corresponding Hida distributions theory. The otherone refeers to the reformulation in terms of Sobolev
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::927ad2a64f01ba419a63ce085f1ca8cd
https://doi.org/10.1007/978-94-009-2117-7_13
https://doi.org/10.1007/978-94-009-2117-7_13
Autor:
Paul Krée
Publikováno v:
Journal of Functional Analysis. 31(2):150-186
Resume Le but de cet article est de montrer comment la consideration de systemes projectifs de distributions vectorielles permet de faire des calculs d'integrales et de derivees en dimension infinie. Applications aux classes de Sobolev, a l'operateur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::73e10c7f7ce7cf1130cbe7e8f2f01249
Autor:
Paul Krée
Publikováno v:
Journal of Functional Analysis. 49:73-90
Deterministic oscillations with bilinear hysteresis are governed by a multivalued differential equation of the type ξ′ + kξ ϵ b(ξ) + g, where k is maximal monotonic and b is Lipschitzian. An existence and uniqueness result is proven for corresp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c90b9e0c35111757ca3bc6dc5d8be09e
https://doi.org/10.1016/0022-1236(82)90086-6
https://doi.org/10.1016/0022-1236(82)90086-6
Autor:
Paul Krée
Publikováno v:
Journal of Mathematical Physics. 24:2573-2580
The representation of stationary Gaussian processes in terms of filtered Gaussian white noise is studied. Known results are extended from the finite‐dimensional case to the dimension‐free case; hence, in particular, to Gaussian random fields. In
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d4c7dd0c5c740a259b5fa1471e1c5c4
https://doi.org/10.1063/1.525652
https://doi.org/10.1063/1.525652
Autor:
Louis Boutet de Monvel, Paul Krée
Publikováno v:
Annales de l’institut Fourier. 17:295-323
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa98fbbfe0d44009e94939a096069f81
https://doi.org/10.5802/aif.258
https://doi.org/10.5802/aif.258