Level Hitting Probabilities and Extremal Indexes for Some Particular Dynamical Systems
Sign Up to like & getrecommendations! Published in 2018 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-017-9573-4
Abstract: We establish an exact formula for the distribution of the partial maximum sequence generated by the stationary process obtained by iterations of the Rényi map x → βx mod 1, β = 2, 3, ....… read more here.
Keywords: hitting probabilities; level hitting; probabilities extremal; particular dynamical ... See more keywords
Optimal Hölder Continuity and Hitting Probabilities for SPDEs with Rough Fractional Noises
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2022.126125
Abstract: We investigate the optimal Hölder continuity and hitting probabilities for systems of stochastic heat equations and stochastic wave equations driven by an additive fractional Brownian sheet with temporal index 1/2 and spatial index H ≤… read more here.
Keywords: fractional brownian; hitting probabilities; lder continuity; optimal lder ... See more keywords