Displaying similar documents to “Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.”

Brownian local times.

Takács, Lajos (1995)

Journal of Applied Mathematics and Stochastic Analysis

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Convergence to the brownian Web for a generalization of the drainage network model

Cristian Coletti, Glauco Valle (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing paths that can cross each other and are dependent even before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.