arXiv subjects

Noèlia Viles

Publications and source records attributed to Noèlia Viles.

4 recordsLinked to original sources

arXiv2017

Systems of stochastic Poisson equations: hitting probabilities

We consider a $d$-dimensional random field $u=(u(x), x\in D)$ that solves a system of elliptic stochastic equations on a bounded domain $D\subset \mathbb{R}^k$, with additive white noise and spatial dimension $k=1,2,3$. Properties of $u$ and its probability law are proved. For Gaussian solutions, using results from [Dalang and Sanz-Solé, 2009], we establish upper and lower bounds on hitting probabilities in terms of the Hausdorff measure and Bessel-Riesz capacity, respectively. This relies on precise estimates on the canonical distance of the process or, equivalently, on $L^2$ estimates of increments of the Green function of the Laplace equation.

math.PR↗

arXiv2013

A Functional Limit Theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process

Under proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M_1-topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric α-stable Lévy process. The time change is given by the inverse β-stable subordinator.

math.PR↗

arXiv2011

On the asymptotics of visible elements and homogeneous equations in surface groups

Let $F$ be a group whose abelianization is $\Z^k$, $k\geq 2.$ An element of $F$ is called visible if its image in the abelianization is visible, that is, the greatest common divisor of its coordinates is 1. In this paper we compute three types of densities, annular, even and odd spherical, of visible elements in surface groups. We then use our results to show that the probability of a homogeneous equation in a surface group to have solutions is neither 0 nor 1, as the lengths of the right- and left-hand side of the equation go to infinity.

math.GR↗

arXiv2007

Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion

We give a result of stability in law of the local time of the fractional Brownian motion with respect to small perturbations of the Hurst parameter. Concretely, we prove that the law (in the space of continuous functions) of the local time of the fractional Brownian motion with Hurst parameter $H$ converges weakly to that of the local time of $B^{H_0}$, when $H$ tends to $H_0$.

math.PR↗