On the joining of sticky brownian motion
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “Stochastic characterization of plurisubharmonicity and convexity of functions”
On the joining of sticky brownian motion
Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Ching-Tang Wu, Marc Yor (2002)
Publicacions Matemàtiques
Similarity:
Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
q-White noise and non-adapted stochastic integral
Un Cig Ji, Byeong Su Min (2006)
Banach Center Publications
Similarity:
The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed.
Skorokhod imbedding via stochastic integrals
Richard F. Bass (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Book review: Handbook of Brownian Motion - Facts and Formulae. Second Edition by A.N. Borodin, P. Salminen
Piotr Nowak (2003)
Control and Cybernetics
Similarity:
Within and beyond the reach of Brownian innovation.
Tsirelson, Boris (1998)
Documenta Mathematica
Similarity:
On Walsh's brownian motions
Martin T. Barlow, Jim Pitman, Marc Yor (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Brownian excursions from extremes
Pei Hsu, Peter March (1988)
Séminaire de probabilités de Strasbourg
Similarity:
A note on reflecting Brownian motions.
Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
Similarity:
Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
Similarity:
Strict concavity of the intersection exponent for Brownian motion in two and three dimensions.
Lawler, Gregory F. (1998)
Mathematical Physics Electronic Journal [electronic only]
Similarity:
Variably skewed Brownian motion.
Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)
Electronic Communications in Probability [electronic only]
Similarity: