期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021; 24 (2)
This paper is about the structure of all entrance laws (in the sense of Dynkin) for time-inhomogeneous Ornstein-Uhlenbeck processes with Levy noise in......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021; 24 (2)
In this paper, we study the L-p-theory of the fractional time stochastic heat equation partial derivative(alpha)(t) u(t, x) = Delta u(t,x) + f (t, x) ......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021; 24 (1)
In this paper, the path independent property of additive functionals of McKean-Vlasov stochastic differential equations with jumps is characterized by......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2020; 23 (2)
The importance of a law of large numbers is well known. In this paper, conditional law of large numbers for Markov processes is proved, which can be u......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2020; 23 (4)
In this paper, we establish a Freidlin-Wentzell-type large deviation principle for stochastic models of two-dimensional second grade fluids driven by ......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2020; 23 (3)
Let 2(d) be the space of probability measures on d with finite second moment. The path independence of additive functionals of McKean-Vlasov SDEs is c......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2020; 23 (3)
In this paper, we will consider the minima of an exponentially growing number of independent time-inhomogeneous random walks, where the first- and sec......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2020; 23 (3)
Strassen's theorem circa 1965 gives necessary and sufficient conditions on the existence of a probability measure on two product spaces with given sup......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2020; 23 (1)
We introduce an infinite-dimensional p-adic affine group and construct its irreducible unitary representation. Our approach follows the one used by Ve......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2019; 22 (1)
Motivated by an observation of Namiolca and Phelps on an approximation property of order unit spaces, we introduce the p-tensor product and the m-tens......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2019; 22 (1)
By using the asymptotic coupling method, the asymptotic log-Harnack inequality is established for the transition semigroup associated to the 3D Leray-......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2019; 22 (2)
In this paper, we study compound bi-free Poisson distributions for two-faced families of random variables. We prove a Poisson limit theorem for compou......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2019; 22 (4)
Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribut......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2019; 22 (3)
In this paper, weak Poincare inequalities are obtained for convolution probabilities with explicit rate functions by constructing suitable Lyapunov fu......
期刊： INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2018; 21 (2)
Prompted by the open questions in Gibilisco [P. Gibilisco, Fisher information and means: Some questions in the classical and quantum settings, Int. J.......
