Results 11 to 20 of about 980 (56)
Square variation of Brownian paths in Banach spaces
International Journal of Mathematics and Mathematical Sciences, Volume 5, Issue 3, Page 605-607, 1982., 1982 It is known that if {W(t), 0 ≤ t ≤ 1} is a standard Brownian motion in ℝ then almost surely. We generalize this celebrated theorem of Levy to Brownian motion in real separable Banach spaces.
Mou-Hsiung Chang
wiley +1 more source
A note on local asymptotic behaviour for Brownian motion in Banach spaces
International Journal of Mathematics and Mathematical Sciences, Volume 2, Issue 4, Page 669-676, 1979., 1979 In this paper we obtain an integral characterization of a two‐sided upper function for Brownian motion in a real separable Banach space. This characterization generalizes that of Jain and Taylor [2] where B = ℝn. The integral test obtained involves the index of a mean zero Gaussian measure on the Banach space, which is due to Kuelbs [3].
Mou-Hsiung Chang
wiley +1 more source
Large deviations for the local times of a random walk among random conductances [PDF]
, 2011 We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting case that the
König, Wolfgang +2 more
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Polymer Measure: Varadhan's Renormalization Revisited [PDF]
, 2014 Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.Comment: 5 ...
Bock, Wolfgang +3 more
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, 2014 We consider some distributions of one sided maxima of excursions and related variables for standard random walk and Brownian motion. We propose some new exotic options called meander options related to one of the fragments: the meander.
T. Fujita, Yasuhiro Kawanishi, M. Yor
semanticscholar +1 more source
A generalized clark-ocone formula [PDF]
, 2000 60H25 (60H07 60H40 60J55 60J65)We extend the Clark-Ocone formula to a suitable class of generalized Brownian functionals.
Faria, Margarida de +2 more
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First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes [PDF]
, 2008 We provide two equivalent approaches for computing the tail distribution of the first hitting time of the boundary of the Weyl chamber by a radial Dunkl process. The first approach is based on a spectral problem with initial value.
Demni, Nizar
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Comparing the $G$-Normal Distribution to its Classical Counterpart [PDF]
, 2014 In one dimension, the theory of the $G$-normal distribution is well-developed, and many results from the classical setting have a nonlinear counterpart. Significant challenges remain in multiple dimensions, and some of what has already been discovered is
Bayraktar, Erhan, Munk, Alexander
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Computational and Mathematical BiophysicsIn this article, we study a fractional-order prey-predator model incorporating prey refuge and predator harvesting, employing a Holling type III functional response.
Aguegboh Nnaemeka Stanley +5 more
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On the Moving Boundary Hitting Probability for the Brownian Motion [PDF]
, 2007 2000 Mathematics Subject Classification: 60J65.Consider the probability that the Brownian motion hits a moving two-sided boundary by a certain moment.
P. Kralchev, Dobromir
core