Chaining Techniques and their Application to Stochastic Flows

Details Chaining Techniques and their Application to Stochastic Flows Chaining Techniques and their Application to Stochastic Flows

2008-04-08

arxiv.org/abs/0804.1263v1

Mathematics

Probability

Scientific paper

We review several competing chaining methods to estimate the supremum, the
diameter of the range or the modulus of continuity of a stochastic process in
terms of tail bounds of their two-dimensional distributions. Then we show how
they can be applied to obtain upper bounds for the growth of bounded sets under
the action of a stochastic flow.

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