Large deviations for rough paths of the fractional brownian motion
Annie Millet, Marta Sanz-Solé (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Annie Millet, Marta Sanz-Solé (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Jay S. Rosen (2010)
Annales de l'I.H.P. Probabilités et statistiques
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We study (2, …, ; ), the -fold renormalized self-intersection local time for brownian motion in 1. Our main result says that (2, …, ; ) is continuously differentiable in the spatial variables, with probability 1.
Joseph G. Conlon, Peder Olsen (1999)
Publicacions Matemàtiques
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Consider 3-dimensional Brownian motion started on the unit sphere {|x| = 1} with initial density ρ. Let ρt be the first hitting density on the sphere {|x| = t + 1}, t > 0. Then the linear operators T defined by T ρ = ρ form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift , where is small in a suitable scale invariant norm.
H. L. Manocha, B. L. Sharma (1967)
Compositio Mathematica
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D. Kannan (1972)
Annales de l'I.H.P. Probabilités et statistiques
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Jay Rosen (1999)
Annales de l'I.H.P. Probabilités et statistiques
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