A Malliavin–Skorohod calculus inL0andL1for additive and Volterra-type processes

the investigation of the relationship between type a and type b personalities and quality of translation

چکیده ندارد.

A type of Volterra operator

For p ≥ 1, taking the p-th root of this sup yields a norm and with this norm H(D) is a Banach space. When p = 2, this is Hilbert space and identifying the Taylor coefficients of such an f with a sequence we obtain an isometry from H(D) onto the classical sequence space l. In addition, there is a natural identification of functions in H(D) with functions in a closed subspace of L(T) by way of th...

Volterra integral equations and fractional calculus: Do neighbouring solutions intersect?

In this paper we consider the solutions to two neighbouring Hammerstein-type Volterra integral equations of the form

Additive Lévy Processes

Additive Gaussian Processes

We introduce a Gaussian process model of functions which are additive. An additive function is one which decomposes into a sum of low-dimensional functions, each depending on only a subset of the input variables. Additive GPs generalize both Generalized Additive Models, and the standard GP models which use squared-exponential kernels. Hyperparameter learning in this model can be seen as Bayesia...