Results 11 to 20 of about 891 (38)
Restrictions of Brownian motion [PDF]
, 2014 Let $\{ B(t) \colon 0\leq t\leq 1\}$ be a linear Brownian motion and let $\dim$ denote the Hausdorff dimension. Let $\alpha>\frac12$ and $1\leq \beta \leq 2$.
Balka, Richárd, Peres, Yuval
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A scaling proof for Walsh's Brownian motion extended arc-sine law [PDF]
, 2012 We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D.
Vakeroudis, Stavros, Yor, Marc
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Brownian Super-exponents [PDF]
, 2006 We introduce a transform on the class of stochastic exponentials for d-dimensional Brownian motions. Each stochastic exponential generates another stochastic exponential under the transform.
Goodman, Victor
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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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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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A central limit theorem for two-dimensional random walks in a cone [PDF]
, 2010 We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is regularly ...
Garbit, Rodolphe
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Bruckner--Garg-type results with respect to Haar null sets in $C[0,1]$ [PDF]
, 2016 A set $\mathcal{A}\subset C[0,1]$ is \emph{shy} or \emph{Haar null } (in the sense of Christensen) if there exists a Borel set $\mathcal{B}\subset C[0,1]$ and a Borel probability measure $\mu$ on $C[0,1]$ such that $\mathcal{A}\subset \mathcal{B}$ and ...
Balka, Richárd +2 more
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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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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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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
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