Displaying similar documents to “Paths of finitely additive brownian motion need not be bizarre”

Hitting probabilities and potential theory for the brownian path-valued process

Jean-François Le Gall (1994)

Annales de l'institut Fourier

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We consider the Brownian path-valued process studied in [LG1], [LG2], which is closely related to super Brownian motion. We obtain several potential-theoretic results related to this process. In particular, we give an explicit description of the capacitary distribution of certain subsets of the path space, such as the set of paths that hit a given closed set. These capacitary distributions are characterized as the laws of solutions of certain stochastic differential equations. They solve...

Statistical causality and adapted distribution

Ljiljana Petrović, Sladjana Dimitrijević (2011)

Czechoslovak Mathematical Journal

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In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we...