All Questions

Let $d\in\left\{2,3\right\}$ $\mathcal V_t\subseteq\mathbb R^d$ be the bounded domain occupied by an incompressible Newtonian fluid at time $t\ge 0$ $\Phi_t:\mathcal V_0\to\mathcal V_t$ such that $\...

Let $T>0$ $(\Omega,\mathcal A,\operatorname P)$ be a probability space $\mathcal F=(\mathcal F_t)_{t\in[0,\:T]}$ be a filtration on $(\Omega,\mathcal A,\operatorname P)$ $B$ be a (standard, real-...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bF}{\mathbb{F}} \newcommand{\cF}{\mathcal{F}} \newcommand{\eps}{\...

Let $M$ be the space of right continuous functions $\ell: \mathbb R_+\to [0,1]$ that are non increasing s.t. $\ell(0)=0$. Define the map $\Gamma : M\to M$ by $\Gamma[\ell](t):=\mathbb P[\tau^{\ell}>...