Results 41 to 50 of about 60 (60)
Decomposing the Brownian path via the range process [PDF]
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.
core
Formule de Green, lacet brownien plan et aire de Lévy [PDF]
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 [PDF]
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
A decomposition of the Brownian path [PDF]
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
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.
europepmc +1 more source
FRACTALS WITH POINT IMPACT IN FUNCTIONAL LINEAR REGRESSION. [PDF]
Ann Stat, 2010 McKeague IW, Sen B.
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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
Occupation Times on the Legs of a Diffusion Spider. [PDF]
Entropy (Basel)Salminen P, Stenlund D.
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