Conditional expectations for derivatives of certain stochastic flows
Kenneth David Elworthy, Marc Yor (1993)
Séminaire de probabilités de Strasbourg
Similarity:
Kenneth David Elworthy, Marc Yor (1993)
Séminaire de probabilités de Strasbourg
Similarity:
Pei Hsu, Wilfrid S. Kendall (1992)
Annales de la Faculté des sciences de Toulouse : Mathématiques
Similarity:
Richard F. Bass (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Un Cig Ji, Byeong Su Min (2006)
Banach Center Publications
Similarity:
The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed.
Wilfrid S. Kendall (1984)
Séminaire de probabilités de Strasbourg
Similarity:
Borodin, A.N. (2005)
Zapiski Nauchnykh Seminarov POMI
Similarity:
Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)
Electronic Communications in Probability [electronic only]
Similarity:
S. James Taylor (2006)
Banach Center Publications
Similarity:
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...
Richard F. Bass (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Warren, Jon (2002)
Electronic Journal of Probability [electronic only]
Similarity: