Extension of Domains with Finite Gauge.
Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere
We derive asymptotics for the probability that the origin is an extremal point of a random walk in . We show that in order for the probability to be roughly , the number of steps of the random walk should be between and for some constant . As a result, we attain a bound for the -covering time of a spherical Brownian motion.
Extremal problems for conditioned brownian motion and the hyperbolic metric
This paper investigates isoperimetric-type inequalities for conditioned Brownian motion and their generalizations in terms of the hyperbolic metric. In particular, a generalization of an inequality of P. Griffin, T. McConnell and G. Verchota, concerning extremals for the lifetime of conditioned Brownian motion in simply connected domains, is proved. The corresponding lower bound inequality is formulated in various equivalent forms and a special case of these is proved.
Factorising brownian motion at two boundaries ; an example
Fast sets and points for fractional brownian motion
Feynman-Kac formula, λ-Poisson kernels and λ-Green functions of half-spaces and balls in hyperbolic spaces
We apply the Feynman-Kac formula to compute the λ-Poisson kernels and λ-Green functions for half-spaces or balls in hyperbolic spaces. We present known results in a unified way and also provide new formulas for the λ-Poisson kernels and λ-Green functions of half-spaces in ℍⁿ and for balls in real and complex hyperbolic spaces.
Filtration des ponts browniens et équations différentielles stochastiques linéaires
Filtrations browniennes et balayage
Filtrations quotients de la filtration brownienne
Finely harmonic morphisms, Brownian path preserving functions and conformal martingales.
Finite dimensional determinants as characteristic functions of quadratic Wiener functionals.
First hitting time of the boundary of the Weyl chamber by radial Dunkl processes.
FKG inequality for Brownian motion and stochastic differential equations.
Fluctuation results for brownian motion in a poissonian potential
Fluctuations of brownian motion with drift.
Consider 3-dimensional Brownian motion started on the unit sphere {|x| = 1} with initial density ρ. Let ρt be the first hitting density on the sphere {|x| = t + 1}, t > 0. Then the linear operators Tt defined by Tt ρ = ρt form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift b, where b is small in a suitable scale invariant norm.
Fonction brownienne sur une variété riemannienne
Fonctionnelles browniennes généralisées intégrale de Feynman
Formule d'Itô généralisée pour le mouvement brownien linéaire, d'après Föllmer Protter, Shiryaev
Fourier analysis and paths of brownian motion
Fractional Ornstein-Uhlenbeck processes.