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math.PR2004
Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
Jerome Dedecker, Clementine Prieur, Paul Raynaud De Fitte
We prove a version for random measures of the celebrated Kantorovich-Rubinstein duality theorem and we give an application to the coupling of random variables which extends and uni…
math.PR2004
Existence of weak solutions to stochastic evolution inclusions
Adam Jakubowski, Mikhail Kamenskii, Paul Raynaud De Fitte
We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinea…