Displaying similar documents to “q-White noise and non-adapted stochastic integral”

Speed of the Brownian loop on a manifold

Rémi Léandre (2006)

Banach Center Publications

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We define the speed of the curved Brownian bridge as a white noise distribution operating on stochastic Chen integrals.

Revisiting the sample path of Brownian motion

S. James Taylor (2006)

Banach Center Publications

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Brownian motion is the most studied of all stochastic processes; it is also the basis for stochastic analysis developed in the second half of the 20th century. The fine properties of the sample path of a Brownian motion have been carefully studied, starting with the fundamental work of Paul Lévy who also considered more general processes with independent increments and extended the Brownian motion results to this class. Lévy showed that a Brownian path in d (d ≥ 2) dimensions had zero...

Variably skewed Brownian motion.

Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)

Electronic Communications in Probability [electronic only]

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