Where did the Brownian particle go?
Pemantle, Robin, Peres, Yuval, Pitman, Jim, Yor, Marc (2001)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Motion of a rigid body under random perturbation.”
Where did the Brownian particle go?
On the constructions of the skew Brownian motion.
Lejay, Antoine (2006)
Probability Surveys [electronic only]
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Probabilistic models of vortex filaments
Franco Flandoli, Ida Minelli (2001)
Czechoslovak Mathematical Journal
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A model of vortex filaments based on stochastic processes is presented. In contrast to previous models based on semimartingales, here processes with fractal properties between and are used, which include fractional Brownian motion and similar non-Gaussian examples. Stochastic integration for these processes is employed to give a meaning to the kinetic energy.
The noise made by a Poisson snake.
Warren, Jon (2002)
Electronic Journal of Probability [electronic only]
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Variably skewed Brownian motion.
Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)
Electronic Communications in Probability [electronic only]
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Branching processes, the Ray-Knight theorem, and sticky brownian motion
Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
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Strong existence, uniqueness and non-uniqueness in an equation involving local time
Martin T. Barlow, Edwin A. Perkins (1983)
Séminaire de probabilités de Strasbourg
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On the first-passage time of integrated Brownian motion.
Hesse, Christian H. (2005)
Journal of Applied Mathematics and Stochastic Analysis
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The brownian burglar : conditioning brownian motion by its local time process
Jonathan Warren, Marc Yor (1998)
Séminaire de probabilités de Strasbourg
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