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Showing 2014 · math.PRShow all
2 papers · 2 filters
math.PR2014★ 8 cited
Hypercontractivity for Stochastic Hamiltonian Systems
Feng-Yu Wang
The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is…
math.PR2014★ 4 cited
Martingale inequalities of type Dzhaparidze and van Zanten
Xiequan Fan, Ion Grama, Quansheng Liu
Freedman's inequality is a supermartingale counterpart to Bennett's inequality. This result shows that the tail probabilities of a supermartingale is controlled by the quadratic ch…