Brownian local times.
Takács, Lajos (1995)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Takács, Lajos (1995)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Puckette, Emily E., Werner, Wendelin (1996)
Electronic Communications in Probability [electronic only]
Similarity:
Guillotin-Plantard, Nadine, Le Ny, Arnaud (2008)
Electronic Communications in Probability [electronic only]
Similarity:
Janson, Svante, Chassaing, Philippe (2004)
Electronic Communications in Probability [electronic only]
Similarity:
Ilie Grigorescu (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Frank B. Knight (1993)
Séminaire de probabilités de Strasbourg
Similarity:
Davis, Burgess (1998)
The New York Journal of Mathematics [electronic only]
Similarity:
Ghomrasni, Raouf (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Newman, Charles M., Ravishankar, Krishnamurthi, Sun, Rongfeng (2005)
Electronic Journal of Probability [electronic only]
Similarity:
Vilmos Prokaj, Miklós Rásonyi, Walter Schachermayer (2011)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The following question is due to Marc Yor: Let be a brownian motion and =+ . Can we define an -predictable process such that the resulting stochastic integral (⋅) is a brownian motion (without drift) in its own filtration, i.e. an -brownian motion? In this paper we show that by dropping the requirement of -predictability of we can give a positive answer to this question. In other words, we are able to show that there is a weak solution to Yor’s question....
Janssen, A.J.E.M, Van Leeuwaarden, J.S.H. (2009)
Electronic Communications in Probability [electronic only]
Similarity: