An alternative form of Egoroff's theorem
On strengthening the Lebesgue Density Theorem
On the intersections of transforms of linear sets
Pravidelnost náhodnosti
Revisiting the sample path of Brownian motion
Brownian motion is the most studied of all stochastic processes; it is also the basis for stochastic analysis developed in the second half of the 20th century. The fine properties of the sample path of a Brownian motion have been carefully studied, starting with the fundamental work of Paul Lévy who also considered more general processes with independent increments and extended the Brownian motion results to this class. Lévy showed that a Brownian path in d (d ≥ 2) dimensions had zero Lebesgue measure;...
The multifractal structure of super-brownian motion
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