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On the (strict) positivity of solutions of the stochastic heat equation
the stochastic heat equation Probability
2012/6/30
We give a new proof of the fact that the solutions of the stochastic heat equation, started with non-negative initial conditions, are strictly positive at positive times. The proof uses concentration ...
Positivity of integrated random walks
Integrated random walk persistence one-sided exit probability unilateral small deviations area of random walk
2011/9/20
Abstract: Take a centered random walk S_n and consider the sequence of its partial sums A_n = S_1 + ... + S_n. Suppose S_1 is in the domain of normal attraction of an alpha-stable law with 1 < \alpha ...
