Distributions of functionals of diffusions with jumps.
Borodin, A.N. (2005)
Zapiski Nauchnykh Seminarov POMI
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Borodin, A.N. (2005)
Zapiski Nauchnykh Seminarov POMI
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Lawler, Gregory F. (1998)
Mathematical Physics Electronic Journal [electronic only]
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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.
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.
Buffet, Emannuel (2003)
Journal of Applied Mathematics and Stochastic Analysis
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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...
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
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Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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Sznitman, Alain-Sol (1998)
Documenta Mathematica
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Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
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Tsirelson, Boris (1998)
Documenta Mathematica
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Nizar Demni, Dominique Lépingle (2012)
Rendiconti del Seminario Matematico della Università di Padova
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Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)
Electronic Communications in Probability [electronic only]
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Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
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Rafał M. Łochowski (2010)
Banach Center Publications
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