Nonclassical stochastic flows and continuous products.
Tsirelson, Boris (2004)
Probability Surveys [electronic only]
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Displaying similar documents to “On automorphisms of type Arveson systems (probabilistic approach).”
Nonclassical stochastic flows and continuous products.
Addendum to the paper : “On certain probabilities equivalent to Wiener measure”
Walter Schachermayer (2002)
Séminaire de probabilités de Strasbourg
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Feyel, D., Üstünel, A.S., Zakai, M. (2006)
Probability Surveys [electronic only]
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Stable convergence of generalized stochastic integrals and the principle of conditioning.
Giovanni, Peccati, Taqqu, Murad S. (2007)
Electronic Journal of Probability [electronic only]
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Asymptotic distribution of coordinates on high dimensional spheres.
Spruill, Marcus C. (2007)
Electronic Communications in Probability [electronic only]
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On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson
Walter Schachermayer (1999)
Séminaire de probabilités de Strasbourg
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Concrete representation of martingales.
Montgomery-Smith, Stephen (1998)
Electronic Journal of Probability [electronic only]
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Hölder-type inequalities for norms of Wick products.
Lanconelli, Alberto, Stan, Aurel I. (2008)
Journal of Applied Mathematics and Stochastic Analysis
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Random walks that avoid their past convex hull.
Angel, Omer, Benjamini, Itai, Virág, Bálint (2003)
Electronic Communications in Probability [electronic only]
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Eventual intersection for sequences of Lévy processes.
Evans, Steven N., Peres, Yuval (1998)
Electronic Communications in Probability [electronic only]
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A backward particle interpretation of Feynman-Kac formulae
Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the...