Results 31 to 40 of about 59 (59)
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
core
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
core
Analytical and Numerical Treatments of Conservative Diffusions and the Burgers Equation. [PDF]
Entropy (Basel), 2018 Prodanov D.
europepmc +1 more source
Loop-Erased Walks and Random Matrices. [PDF]
J Stat Phys, 2019 Arista J, O'Connell N.
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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.
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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.
core
FRACTALS WITH POINT IMPACT IN FUNCTIONAL LINEAR REGRESSION. [PDF]
Ann Stat, 2010 McKeague IW, Sen B.
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Occupation Times on the Legs of a Diffusion Spider. [PDF]
Entropy (Basel)Salminen P, Stenlund D.
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Some Open Questions About the Anisotropic Random Walks. [PDF]
Entropy (Basel)Csáki E, Földes A.
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