One-dimensional diffusion in an asymmetric random environment
Dimitrios Cheliotis (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Excursions of diffusion processes and continued fractions”
One-dimensional diffusion in an asymmetric random environment
Algebraic and ergodic properties of a new continued fraction algorithm with non-decreasing partial quotients
Yusuf Hartono, Cor Kraaikamp, Fritz Schweiger (2002)
Journal de théorie des nombres de Bordeaux
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In this paper the Engel continued fraction (ECF) expansion of any is introduced. Basic and ergodic properties of this expansion are studied. Also the relation between the ECF and F. Ryde’s (MNK) is studied.
Construction of diffusion processes with Wentzell's boundary conditions by means of Poisson point processes of Brownian excursions
Shinzo Watanabe (1979)
Banach Center Publications
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LAMN property for hidden processes : the case of integrated diffusions
Arnaud Gloter, Emmanuel Gobet (2008)
Annales de l'I.H.P. Probabilités et statistiques
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In this paper we prove the Local Asymptotic Mixed Normality (LAMN) property for the statistical model given by the observation of local means of a diffusion process . Our data are given by d() for =0, …, −1 and the unknown parameter appears in the diffusion coefficient of the process only. Although the data are neither markovian nor gaussian we can write down, with help of Malliavin calculus, an explicit expression for...
The compact support property for measure-valued processes
János Engländer, Ross G. Pinsky (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration
Reinhard Höpfner, Eva Löcherbach (2005)
Annales de l'I.H.P. Probabilités et statistiques
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A stochastic approach to relativistic diffusions
Ismaël Bailleul (2010)
Annales de l'I.H.P. Probabilités et statistiques
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A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced in the article of C. Chevalier and F. Debbasch (J. Math. Phys. (2008) 043303), both in a heuristic and analytic way. A stochastic approach of these processes is proposed here, in the general framework of lorentzian geometry. In considering the dynamics of the random motion in strongly causal spacetimes, we are able to give a simple definition of the one-particle distribution...