Strict concavity of the intersection exponent for Brownian motion in two and three dimensions.
Lawler, Gregory F. (1998)
Mathematical Physics Electronic Journal [electronic only]
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Displaying similar documents to “Brownian Motion, Reflection Groups and Tanaka Formula”
Strict concavity of the intersection exponent for Brownian motion in two and three dimensions.
A note on reflecting Brownian motions.
Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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On Lévy's Brownian motion indexed by elements of compact groups
Paolo Baldi, Maurizia Rossi (2013)
Colloquium Mathematicae
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We investigate positive definiteness of the Brownian kernel K(x,y) = 1/2(d(x,x₀) + d(y,x₀) - d(x,y)) on a compact group G and in particular for G = SO(n).
Brownian motion and random obstacles.
Sznitman, Alain-Sol (1998)
Documenta Mathematica
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On the joining of sticky brownian motion
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
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The level sets of iterated brownian motion
Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
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Within and beyond the reach of Brownian innovation.
Tsirelson, Boris (1998)
Documenta Mathematica
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Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
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Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Ching-Tang Wu, Marc Yor (2002)
Publicacions Matemàtiques
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Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
Nonintersecting planar Brownian motions.
Lawler, Gregory F. (1995)
Mathematical Physics Electronic Journal [electronic only]
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Constructions of a Brownian path with a given minimum.
Bertoin, Jean, Pitman, Jim, Ruiz de Chavez, Juan (1999)
Electronic Communications in Probability [electronic only]
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On the time of the maximum of Brownian motion with drift.
Buffet, Emannuel (2003)
Journal of Applied Mathematics and Stochastic Analysis
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On a stopped brownian motion formula of H. M. Taylor
David Williams (1976)
Séminaire de probabilités de Strasbourg
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