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:
Davis, Burgess (1998)
The New York Journal of Mathematics [electronic only]
Similarity:
Cristian Coletti, Glauco Valle (2014)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing paths that can cross each other and are dependent even before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.
Renaud Marty (2010)
ESAIM: Probability and Statistics
Similarity:
We consider a differential equation with a random rapidly varying coefficient. The random coefficient is a Gaussian process with slowly decaying correlations and compete with a periodic component. In the asymptotic framework corresponding to the separation of scales present in the problem, we prove that the solution of the differential equation converges in distribution to the solution of a stochastic differential equation driven by a classical Brownian motion in some cases, by a fractional...
Sznitman, Alain-Sol (1998)
Documenta Mathematica
Similarity:
Puckette, Emily E., Werner, Wendelin (1996)
Electronic Communications in Probability [electronic only]
Similarity:
Frank B. Knight (1993)
Séminaire de probabilités de Strasbourg
Similarity:
Newman, Charles M., Ravishankar, Krishnamurthi, Sun, Rongfeng (2005)
Electronic Journal of Probability [electronic only]
Similarity:
Itai Benjamini, Nathanaël Berestycki (2010)
Journal of the European Mathematical Society
Similarity:
We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show...
Neil O'Connell (2002)
Séminaire de probabilités de Strasbourg
Similarity:
Janson, Svante, Chassaing, Philippe (2004)
Electronic Communications in Probability [electronic only]
Similarity:
Gittenberger, Bernhard, Louchard, Guy (2000)
Journal of Applied Mathematics and Stochastic Analysis
Similarity: