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Small time asymptotics for stochastic evolution equations
Stochastic partial differential equations small time asymp-totics
2011/1/18
We obtain a large deviation principle describing the small time asymp-totics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear...
Infinitely delayed stochastic evolution equations in UMD Banach spaces
stochastic evolution equations UMD Banach spaces
2010/11/18
We prove an existence and uniqueness result for the infinitely delayed stochastic evolution equation $$dU(t) = &\big(AU(t) + F(t,U_t)\big) dt + B(t,U_t)dW_H(t), t\in[0,T_0]$$ where $A$ is the generat...
CLT for spectra of submatrices of Wigner random matrices II. Stochastic evolution
CLT submatrices Wigner random matrices II Stochastic evolution
2010/11/22
We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nest...