802 citations
- Heidelberg UniversityDE8 papers
- Centre National de la Recherche ScientifiqueFR6 papers
- Clausthal University of TechnologyDE4 papers
- University of Science and Technology of ChinaCN4 papers
- University of ViennaAT4 papers
- Hebrew University of JerusalemIL3 papers
- Yale UniversityUS3 papers
- Astronomical Institute of the Slovak Academy of SciencesSK2 papers
- Ben-Gurion University of the NegevIL2 papers
- College of Staten IslandUS2 papers
- ETH ZurichCH2 papers
- European Organization for Nuclear ResearchCH2 papers
Showing 2005 · math.PRShow all
2 papers · 2 filters
math.PR2005★ 29 cited
Hypoellipticity in infinite dimensions and an application in interest rate theory
Fabrice Baudoin, Josef Teichmann
We apply methods from Malliavin calculus to prove an infinite-dimensional version of Hormander's theorem for stochastic evolution equations in the spirit of Da Prato-Zabczyk. This…
math.PR2005★ 1 cited
Heavy points of a d-dimensional simple random walk
Endre Csáki, Antónia Földes, Pál Révész
For a simple symmetric random walk in dimension , a uniform strong law of large numbers is proved for the number of sites with given local time up to time .