نتایج جستجو برای: valued integrals
تعداد نتایج: 56811 فیلتر نتایج به سال:
A Hilbert-valued stochastic integration is defined for an integrator that is a cylindrical fractional Brownian motion in a Hilbert space. Since the integrator is not a semimartingale for the fractional Brownian motions considered, a different definition of integration is required. Both deterministic and stochastic operator-valued integrands are used. The approach to integration has an analogue ...
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stochastic processes, which are a well considered mathematical object. This approach allows a definition which is a simple straightforward extension of the real-valued situation. We apply this definition to introduce a stochastic integral with respect to cylindrical Wiener processes. Again, this defin...
We calculate 3-loop master integrals for heavy quark correlators and the 3-loop QCD corrections to the ρ-parameter. They obey non-factorizing differential equations of second order with more than three singularities, which cannot be factorized in Mellin-N space either. The solution of the homogeneous equations is possible in terms of convergent close integer power series as 2F1 Gauß hypergeomet...
Fuzzy valued measure ([7], [10], [3], [5]) is a natural generalization of a set valued measure ([6]). Infinite addition is defined ([12]) as a Zadeh’s extension principle of continuity. In [9], using an additive fuzzy valued measure, an integral of single valued function is defined and some basic properties are given. In this paper we proceed to investigate specific properties of integrals in f...
We establish necessary and sufficient conditions for a sequence of d-dimensional vectors of multiple stochastic integrals Fd = ` F k 1 , ..., F k d ́ , k ≥ 1, to converge in distribution to a d-dimensional Gaussian vector Nd = (N1, ..., Nd). In particular, we show that if the covariance structure of F k d converges to that of Nd, then componentwise convergence implies joint convergence. These re...
In a Euclidean space , the Lebesgue-Stieltjes integral of set-valued stochastic processes d R , 0, t F F t T with respect to real valued finite variation process , 0, t A t T t is defined directly by employing all integrably bounded selections instead of taking the decomposable closure appearing in some existed references. We shall show that this kind of integr...
The bounded convergence theorem on the Riesz space-valued Choquet integral is formalized for a sequence of measurable functions converging in measure and in distribution. 2010 Mathematics Subject Classification: Primary 28B15; Secondary 28A12, 28E10
By combining the ndings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals Fn towards a centered Gaussian random vector N , with given covariance matrix C, is reduced to just the convergence of: (i) the fourth cumulant of each component of Fn to zero; (ii) the covariance matrix of Fn to C. The aim o...
In this paper, we study the boundedness theory for maximal Calderón–Zygmund operators acting on noncommutative $$L_p$$ -spaces. Our first result is a criterion weak type (1, 1) estimate of operators; as an application, obtain estimates operator-valued singular integrals convolution under proper regularity conditions. These are inequalities families truly non-positive linear operators. For homog...
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