The continuity of Gaussian processes is an extensively studied topic and it culminates in Talagrand’s notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the Hölder continuity of Gaussian processes. It turns out that necessary and...

In this paper, we establish a version of the Feynman–Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman–Kac formula is then applied to study some nonlinear stochastic heat equations driven by nonhomogeneous Gaussian noise: first, an...

We consider parametric primal and dual Ky Fan inequalities in metric linear spaces. Sufficient conditions for Hölder continuity of solutions are established. Many examples are provided to illustrate the essentialness of the imposed assumptions and advantages of the results over existing ones....

In this paper, we establish several recurrence relations between single and product moments of progressively Type-II right censored order statistics from the power Lomax distribution. The relations enable the computation of all the single and product moments of progressively Type-II right...

In this paper, we establish several recurrence relations between single and product moments of progressively Type-II right censored order statistics from the power Lomax distribution. The relations enable the computation of all the single and product moments of progressively Type-II right...

The independent-oscillator model is thought to be a simple model for Brownian motion, explored extensively by Ford, Lewis and O'Connell. This model does not specify the distribution of the oscillators’ frequencies. By considering the distribution to be of two standard limits, otherwise...