The exit place of Brownian motion in an unbounded domain.
Deblassie, Dante (2009)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Minimal thinness for subordinate Brownian motion in half-space”
The exit place of Brownian motion in an unbounded domain.
Configurations of balls in Euclidean space that Brownian motion cannot avoid.
Carroll, Tom, Ortega-Cerdà, Joaquim (2007)
Annales Academiae Scientiarum Fennicae. Mathematica
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Weak convergence to fractional Brownian motion in some anisotropic Besov space
M. Ait Ouahra (2004)
Annales mathématiques Blaise Pascal
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We give some limit theorems for the occupation times of 1-dimensional Brownian motion in some anisotropic Besov space. Our results generalize those obtained by Csaki et [] in continuous functions space.
Reflected diffusions defined via the extended Skorokhod map.
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Curvilinear integrals along enriched paths.
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Electronic Journal of Probability [electronic only]
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Sharp asymptotic behavior for wetting models in -dimension.
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Electronic Journal of Probability [electronic only]
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Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst.
Fleischmann, Klaus, Mörters, Peter, Wachtel, Vitali (2006)
Electronic Journal of Probability [electronic only]
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Equality cases in the symmetrization inequalities for Brownian transition functions and Dirichlet heat kernels.
Betsakos, Dimitrios (2008)
Annales Academiae Scientiarum Fennicae. Mathematica
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A new Monte Carlo method for solving a stationary diffusion equation.
Mikhajlov, G.A., Burmistrov, A.V. (2000)
Siberian Mathematical Journal
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On one-dimensional diffusion processes living in a bounded space interval
Anna Milian (1992)
Annales Polonici Mathematici
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We prove that under some assumptions a one-dimensional Itô equation has a strong solution concentrated on a finite spatial interval, and the pathwise uniqueness holds.
Brownian dynamics of globules.
Fradon, Myriam (2010)
Electronic Journal of Probability [electronic only]
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