Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems.
Bojdecki, Tomasz, Gorostiza, Luis G., Talarczyk, Anna (2007)
Electronic Communications in Probability [electronic only]
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “On the small deviation problem for some iterated processes.”
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems.
Fractional Ornstein-Uhlenbeck processes.
Cheridito, Patrick, Kawaguchi, Hideyuki, Maejima, Makoto (2003)
Electronic Journal of Probability [electronic only]
Similarity:
A trivariate law for certain processes related to perturbed brownian motions
Philippe Carmona, Frédérique Petit, Marc Yor (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Brownian excursions from extremes
Pei Hsu, Peter March (1988)
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:
Path transformations of first passage bridges.
Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
Similarity:
Weighted power variations of iterated Brownian motion.
Nourdin, Ivan, Peccati, Giovanni (2008)
Electronic Journal of Probability [electronic only]
Similarity:
The level sets of iterated brownian motion
Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
Similarity:
Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Ching-Tang Wu, Marc Yor (2002)
Publicacions Matemàtiques
Similarity:
Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
On the joining of sticky brownian motion
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
Similarity: