Orlicz space - valued martingales
On the open mapping theorem
Zero-one laws for Gaussian measures on metric abelian groups
The invariance principle for group-valued random variables
Norm convergent expansion for -valued Gaussian random elements
Gaussian measures on spaces, 0 ≤ p < ∞
On the density of log concave seminorms on vector spaces
Gaussian Random Series on Metric Vector Spaces.
Equivalence theorems for infinite products of independent random elements on metric semigroups
Zero-one law for subgroups of paths of group-valued stochastic processes
On infinite products of independent random elements on metric semigroups
Hitting distributions of geometric Brownian motion
Let τ be the first hitting time of the point 1 by the geometric Brownian motion X(t) = x exp(B(t) - 2μt) with drift μ ≥ 0 starting from x > 1. Here B(t) is the Brownian motion starting from 0 with EB²(t) = 2t. We provide an integral formula for the density function of the stopped exponential functional and determine its asymptotic behaviour at infinity. Although we basically rely on methods developed in [BGS], the present paper covers the case of arbitrary drifts μ ≥ 0 and provides a significant...
Poisson kernels of half-spaces in real hyperbolic spaces.
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