Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Petr Čoupek"'
Publikováno v:
Stochastic Processes and their Applications. 150:853-885
A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for Ito processes. These processes for this stochastic c
Autor:
Petr Čoupek, Martin Ondreját
Publikováno v:
Potential Analysis.
In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the exponenti
Autor:
Monika Camfrlová, Petr Čoupek
Publikováno v:
Communications in Information and Systems. 21:269-296
Autor:
Petr Čoupek, María J. Garrido-Atienza
Publikováno v:
Discrete & Continuous Dynamical Systems - B. 26:121-154
In the article, some bilinear evolution equations in Hilbert space driven by paths of low regularity are considered and solved explicitly. The driving paths are scalar-valued and continuous, and they are assumed to have a finite \begin{document}$ p $
Publikováno v:
Journal of Geochemical Exploration. 187:118-130
New geochemical mapping results from the central part of Prague agglomeration are presented. The study is part of the EuroGeoSurveys Geochemistry Expert Group's ‘Urban Geochemistry’ (URGE) project. The aim of the project is to study and compare t
Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
Autor:
Petr Čoupek
Publikováno v:
Stochastic Analysis and Applications. 36:393-412
Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions for the e
Autor:
Petr Čoupek, Bohdan Maslowski
Publikováno v:
Stochastic Processes and their Applications. 127:877-900
Volterra processes are continuous stochastic processes whose covariance function can be written in the form R ( s , t ) = ∫ 0 s ∧ t K ( s , r ) K ( t , r ) d r , where K is a suitable square integrable kernel. Examples of such processes are the f
Publikováno v:
CDC
A linear-quadratic optimal control problem with an infinite time horizon for a scalar linear stochastic differential equation with additive Rosenblatt noise is formulated and solved. The Rosenblatt process is a non-Gaussian continuous stochastic proc
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319749280
Recent results on linear stochastic partial differential equations driven by Volterra processes with linear or bilinear noise are briefly reviewed and partially extended. In the linear case, existence and regularity properties of stochastic convoluti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76f9e54c38657b6505b61a49c680715c
https://doi.org/10.1007/978-3-319-74929-7_7
https://doi.org/10.1007/978-3-319-74929-7_7
Publikováno v:
Clinical Lymphoma Myeloma and Leukemia. 14:411-418
The quantitative determination of the expression of CD20 and CD52 antigens in chronic lymphocytic leukemia (CLL) is important for treatment with monoclonal antibodies (mAbs). Patients with CLL in complete or partial remission have a higher level of C