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arXiv · 0804.1263

Chaining Techniques and their Application to Stochastic Flows

Michael Scheutzow
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Abstract

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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Michael Scheutzow. 2008-04-08. Chaining Techniques and their Application to Stochastic Flows. https://arxiv.org/abs/0804.1263

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