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FRACTIONAL DERIVATIVES OF LOCAL TIMES OF STABLE LEVY PROCESSES AS THE LIMITS OF THE OCCUPATION TIME PROBLEM IN BESOV SPACE
Stable processes local time fractional derivative occupittion time problem Besov space
2009/9/21
In this paper, we firstly study the Besov regularity of
the local time of symmetric stable processes and of its fractional derivative.
Secondly, we establish Limit theorems for occupation times of
...
Discretization-invariant Bayesian inversion and Besov space priors
Inverse problem statistical inversion Bayesian inversion discretizationinvariance reconstruction wavelet
2010/3/17
Bayesian solution of an inverse problem for indirect measurement M =
AU +E is considered, where U is a function on a domain of Rd. Here A is a smoothing
linear operator and E is Gaussian white noise...