A remark on Tsirelson's stochastic differential equation
Michel Émery, Walter Schachermayer (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “Sufficient statistics for the brownian sheet”
A remark on Tsirelson's stochastic differential equation
A stochastic differential equation with a unique (up to indistinguishability) but not strong solution
Jan Kallsen (1999)
Séminaire de probabilités de Strasbourg
Similarity:
How long does it take a transient Bessel process to reach its future infimum?
Zhan Shi (1996)
Séminaire de probabilités de Strasbourg
Similarity:
Excursion laws and exceptional points on brownian paths
Krzysztof Burdzy (1993)
Séminaire de probabilités de Strasbourg
Similarity:
Weighted power variations of iterated Brownian motion.
Nourdin, Ivan, Peccati, Giovanni (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
Similarity:
Uniqueness for the Skorokhod equation with normal reflection in Lipschitz domains.
Bass, Richard F. (1996)
Electronic Journal of Probability [electronic only]
Similarity:
The noise made by a Poisson snake.
Warren, Jon (2002)
Electronic Journal of Probability [electronic only]
Similarity:
Functionals associated with self-intersections of the planar brownian motion
E. B. Dynkin (1986)
Séminaire de probabilités de Strasbourg
Similarity:
Hirsch's integral test for the iterated brownian motion
Jean Bertoin, Zhan Shi (1996)
Séminaire de probabilités de Strasbourg
Similarity: