We consider a Gaussian process $P$ on the space of distributions generated by a polynomial in the Laplace operator. We prove some support properties for $P$. As a byproduct we strenghten earlier results on the stochastic Dirichlet problem on bounded regions $\Lambda\subset R^d$. We describe in this way the conditional $P-$-distribution of the restriction to $\Lambda$ od a distribution $\varphi$, supposing that $\varphi$ is known outside $\Lambda$: a somewhat detailed description of the sinularity of $\varphi$ in $\Lambda$ is given
Let $L$ be a linear differential operator acting on functions defined over an open set $\mathcal{D} ...
International audienceWe apply Malliavin Calculus tools to the case of a bounded below elliptic righ...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
AbstractWe consider a Gaussian process P on s(Rd) generated by a polynomial in the Laplace operator....
In this article, we generalize the lower bound estimates for uniformly elliptic di#usion processes o...
In this paper, there are studied sample paths properties of stochastic processes representing soluti...
We study the Gaussian random fields indexed by Rd whose covariance is defined in all generality as t...
Thesis (Ph.D.)--Boston UniversityPLEASE NOTE: Boston University Libraries did not receive an Authori...
Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solu...
AbstractThis paper contains the following three types of results: First, a 1-1 correspondence is est...
In this paper, there are studied properties of stochastic processes belonging to the spaces of ?-sub...
AbstractSuppose that L=∑i,j=1daij(x)∂2/∂xi∂xj is uniformly elliptic. We use XL(t) to denote the diff...
In this paper we study a Dirichlet problem relative to the equation Lu = g \phi - (f_i \phi)(x_i), w...
We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes...
International audienceWe apply Malliavin Calculus tools to the case of a bounded below elliptic righ...
Let $L$ be a linear differential operator acting on functions defined over an open set $\mathcal{D} ...
International audienceWe apply Malliavin Calculus tools to the case of a bounded below elliptic righ...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...
AbstractWe consider a Gaussian process P on s(Rd) generated by a polynomial in the Laplace operator....
In this article, we generalize the lower bound estimates for uniformly elliptic di#usion processes o...
In this paper, there are studied sample paths properties of stochastic processes representing soluti...
We study the Gaussian random fields indexed by Rd whose covariance is defined in all generality as t...
Thesis (Ph.D.)--Boston UniversityPLEASE NOTE: Boston University Libraries did not receive an Authori...
Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solu...
AbstractThis paper contains the following three types of results: First, a 1-1 correspondence is est...
In this paper, there are studied properties of stochastic processes belonging to the spaces of ?-sub...
AbstractSuppose that L=∑i,j=1daij(x)∂2/∂xi∂xj is uniformly elliptic. We use XL(t) to denote the diff...
In this paper we study a Dirichlet problem relative to the equation Lu = g \phi - (f_i \phi)(x_i), w...
We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes...
International audienceWe apply Malliavin Calculus tools to the case of a bounded below elliptic righ...
Let $L$ be a linear differential operator acting on functions defined over an open set $\mathcal{D} ...
International audienceWe apply Malliavin Calculus tools to the case of a bounded below elliptic righ...
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert spa...