On the small deviation problem for some iterated processes.
Aurzada, Frank, Lifshits, Mikhail (2009)
Electronic Journal of Probability [electronic only]
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Aurzada, Frank, Lifshits, Mikhail (2009)
Electronic Journal of Probability [electronic only]
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Nourdin, Ivan, Peccati, Giovanni (2008)
Electronic Journal of Probability [electronic only]
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Buffet, Emannuel (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Alili, Larbi (2002)
Electronic Communications in Probability [electronic only]
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Deblassie, Dante (2007)
Electronic Communications in Probability [electronic only]
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Lejay, Antoine (2006)
Probability Surveys [electronic only]
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Un Cig Ji, Byeong Su Min (2006)
Banach Center Publications
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The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed.
S. James Taylor (2006)
Banach Center Publications
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Brownian motion is the most studied of all stochastic processes; it is also the basis for stochastic analysis developed in the second half of the 20th century. The fine properties of the sample path of a Brownian motion have been carefully studied, starting with the fundamental work of Paul Lévy who also considered more general processes with independent increments and extended the Brownian motion results to this class. Lévy showed that a Brownian path in d (d ≥ 2) dimensions had zero...
Chigansky, Pavel, Klebaner, Fima C. (2008)
Electronic Communications in Probability [electronic only]
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Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
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Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
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Philippe Carmona, Frédérique Petit, Marc Yor (2004)
Annales de l'I.H.P. Probabilités et statistiques
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