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20042009
most citedLarge deviations for the Boussinesq Equations under Random Influences

132 citations

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11 papers · 1 filter

math.PR20091 cited

On the structure of Gaussian random variables

Ciprian Tudor

We study when a given Gaussian random variable on a given probability space is equal almost surely to where is a Brownian motion defined on the sam…

math.PR20092 cited

On the discretization of backward doubly stochastic differential equations

Omar Aboura

In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After provin…

math.PR2009

Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion

Ciprian Tudor

Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variab…

math.PR200824 cited

The notion of -weak dependence and its applications to bootstrapping time series

Paul Doukhan, Michael H. Neumann

We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear wit…

math.PR2008132 cited

Large deviations for the Boussinesq Equations under Random Influences

Jinqiao Duan, Annie Millet

A Boussinesq model for the Benard convection under random influences is considered as a system of stochastic partial differential equations. This is a coupled system of stochastic…

math.PR20072 cited

Weakly dependent chains with infinite memory

Paul Doukhan, Olivier Wintenberger

We prove the existence of a weakly dependent strictly stationary solution of the equation called {\em chain with infinite memory}. Here th…