17 citations · 19 across the 7 of their papers we have counts for
8 papers
Covariance of stochastic integrals with respect to fractional Brownian motion
Yohaï Maayan, Eddy Mayer-Wolf
We find an explicit expression for the cross-covariance between stochastic integral processes with respect to a -dimensional fractional Brownian motion (fBm) with Hurst pa…
Correction to "The divergence of Banach space valued random variables on Wiener space", Prob. Th. Rel. Fields 132, 291-320 (2005)
E. Mayer-Wolf, M. Zakai
As a result of some mistakes discovered in the paper mentioned in the title, Corollaries 3.5 and 3.17a) are withdrawn and a new proof is provided for Proposition 3.14, under the ad…
Some relations between mutual information and estimation error in Wiener space
Eddy Mayer-Wolf, Moshe Zakai
The model considered is that of ``signal plus white noise.'' Known connections between the noncausal filtering error and mutual information are combined with new ones involving the…
The Clark-Ocone formula for vector valued random variables in abstract Wiener space
E. Mayer-Wolf, M. Zakai
The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener…
The divergence of Banach space valued random variables on Wiener space
E. Mayer-Wolf, M. Zakai
The domain of definition of the divergence operator δon an abstract Wiener space (W, H, μ) is extended to include W-valued and W\otimesW-valued "integrands". The main properties an…
Limit theorems for one-dimensional transient random walks in Markov environments
Eddy Mayer-Wolf, Alexander Roitershtein, Ofer Zeitouni
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an ext…