Results 31 to 40 of about 63 (62)
Asymptotic behaviour of disconnection and nonintersection exponents
, 1997 We study the asymptotic behaviour of disconnection and non-intersection exponents for planar Brownian motion when the number of considered paths tends to infinity.
Wendelin Werner
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Martingale Characterizations of Stochastic Processes on Locally Compact Groups
, 1999 By a classical result of P. L'evy, the Brownian motion (B t ) t0 on R may be characterized as a continuous process on R such that (B t ) t0 and (B 2 t \Gamma t) t0 are martingales. Generalizations of this result are usually obtained in the setting
Michael Voit
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Average Case Behavior of Random Search for the Maximum
, 2007 This paper is a study of the error in approximating the global maximum of a Brownian motion on the unit interval by observing the value at randomly chosen points.
Peter W. Glynn, James Calvin
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Favourite sites of transient Brownian motion
We present an accurate description for the location of maximum of d-dimensional Brownian motion. In case d = 1, this is a well-known theorem of Csáki et al. (1987a).
Hu, Yueyun, Shi, Zhan
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Decomposing the Brownian path via the range process
We decompose the Brownian trajectory from extremes, via the inverse of the range process. This allows us to construct a martingale which satisfies the chaotic property representation and is closely connected to parabolic martingale.60G17 60G40 60G44 ...
Vallois, P.
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Formule de Green, lacet brownien plan et aire de Lévy
We study some functionals related to the windings of the planar Brownian loop. We derive an analogue to Green's formula in the case where the boundary is given by a planar Brownian loop.
Werner, Wendelin
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The self-intersections of a Gaussian random field
Let X(t) be an non-deterministic Gaussian field. In this paper, the sufficient conditions for existence of the k-multiple points, the Hausdorff measure and the Hausdorff dimension for the k-multiple times set {(t1,t2,...,tk):X(t1)=X(t2)=...=X(tk) for ...
Zhang, Rongmao, Lin, Zhengyan
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A decomposition of the Brownian path
The Brownian path {[omega](s); 0 [less-than-or-equals, slant] s [less-than-or-equals, slant] t} is dissected and then reassembled in such a way that (i) the last visit [gamma]t at the origin, as well as the fragment {[omega](s); [gamma]t [less-than-or ...
Karatzas, Ioannis, Shreve, Steven E.
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Precise small deviations in L 2 of some Gaussian processes appearing in the regression context
Open Mathematics, 2014 Kirichenko Alisa, Nikitin Ya.
doaj +1 more source
On the Gradient of the Torsion Function for Elongated Cylinders. [PDF]
J Geom Analvan den Berg M.
europepmc +1 more source