On the filtering problem for stationary random Z^2-fields

We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central

The martingale-coboundary representation will be used in proving limit theor- ems, in particular a weak invariance principle (WIP) and estimates of probabilities of large

The Stokes equations and, more generally, the Navier-Stokes equation, in the evolution case and in the steady state case, are extensively used for a long time as models for

Moreover, we prove how these sequences relates to the spectral representation of the random field in a partial analogy to the usual property relating the ordinary Fourier and

Closely linked to these works, we also mention the paper [Log04] which studies the characteristic function of the stationary pdf p for a threshold AR(1) model with noise process

The proof of Theorem 1.3 mainly uses the tools recently developed for the Navier Stokes in the books [16], [6] and [17].It will be obtained by passing to the limit on the solution of

Question 2. LIONS, Fully nonlinear Neumann type boundary conditions for first- order Hamilton-Jacobi equations, Nonlinear Anal. Theory Methods Appl., Vol.. GARRONI,

Previously, some stability estimates for inverse problems involving the stationary transport equation have been obtained by Romanov in [4].. He used different