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Sample Path Properties of Bifractional Brownian Motion [PDF]

Bernoulli, 2007
Let $B^{H, K}= \big\{B^{H, K}(t), t \in \R_+ \big\}$ be a bifractional Brownian motion in $\R^d$. We prove that $B^{H, K}$ is strongly locally nondeterministic.
Tudor, Ciprian, Xiao, Yimin
core   +12 more sources

Sample path properties of the stochastic flows [PDF]

The Annals of Probability, 2004
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state ...
Dolgopyat, Dmitry, Kaloshin, Vadim, Koralov, Leonid   +2 more
core   +8 more sources

Some sample path properties of multifractional Brownian motion [PDF]

Stochastic Processes and their Applications, 2014
The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular.
Balança, Paul
core   +11 more sources

Sample path properties of multidimensional integral with respect to stochastic measure [PDF]

Modern Stochastics: Theory and Applications
The integral with respect to a multidimensional stochastic measure, assuming only its σ-additivity in probability, is studied. The continuity and differentiability of realizations of the integral are established.
Boris Manikin, Vadym Radchenko
doaj   +4 more sources

Sample path properties of Volterra processes

Communications on Stochastic Analysis, 2012
15 ...
Leonid Mytnik, Eyal Neuman
openalex   +4 more sources

Sample path properties of ergodic self-similar processes [PDF]

, 1989
Takashima, Keizo
core   +6 more sources

Some singular sample path properties of a multiparameter fractional Brownian motion [PDF]

, 2016
We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the fractional Brownian motion which is not increment stationary.
Richard, Alexandre
core   +7 more sources

Sample path properties of permanental processes

Electronic Journal of Probability, 2018
Let $X_α=\{X_α(t),t\in T\}$, $α>0$, be an $α$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_α$ is a subgaussian process with respect to the metric $σ(s,t)= (u(s,s)+u(t,t)-2(u(s,t)u(t,s))^{1/2})^{1/2}$. This allows us to use the vast literature on sample path properties of subgaussian processes to extend these properties to $α ...
Michael B. Marcus, Jay Rosen
openalex   +5 more sources

Sample Path Properties of Generalized Random Sheets with Operator Scaling [PDF]

Journal of Theoretical Probability, 2020
AbstractWe consider operator scaling $$\alpha $$ α -stable random sheets, which were introduced in Hoffmann (Operator scaling stable random sheets with application to binary mixtures. Dissertation Universität Siegen, 2011). The idea behind such fields is to combine the properties of operator scaling $$\alpha $$
Ercan Sönmez
openalex   +3 more sources

Sample path properties of the average generation of a Bellman–Harris process [PDF]

Journal of Mathematical Biology, 2019
Motivated by a recently proposed design for a DNA coded randomised algorithm that enables inference of the average generation of a collection of cells descendent from a common progenitor, here we establish strong convergence properties for the average generation of a super-critical Bellman-Harris process.
Gianfelice Meli, Tom S. Weber, Ken R. Duffy   +2 more
openalex   +6 more sources