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4 papers · 2 filters
Local maxima of two dependent Brownian Motions never coincide
E. A. Cator
We consider two dependent Brownian motions with (possibly) different drift, and apply a result by le Gall on cone points of two dimensional Brownian motion to show that with probab…
Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
Martin Ondrejat, Mark Veraar
In this paper we consider stochastic integration with respect to cylindrical Brownian motion in infinite dimensional spaces. We study weak characterizations of stochastic integrabi…
Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion
Bohdan Maslowski, Jan van Neerven
We obtain necessary and sufficient conditions for equivalence of law for linear stochastic evolution equations driven by a general Gaussian noise by identifying the suitable space…
Gibbs-non-Gibbs transitions via large deviations: computable examples
Frank Redig, Feijia Wang
We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brown…