Brownian motion on a surface of negative curvature
Wilfrid S. Kendall (1984)
Séminaire de probabilités de Strasbourg
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Wilfrid S. Kendall (1984)
Séminaire de probabilités de Strasbourg
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K. David Elworthy (1980-1981)
Séminaire Bourbaki
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Pei Hsu, Wilfrid S. Kendall (1992)
Annales de la Faculté des sciences de Toulouse : Mathématiques
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Koléhè A. Coulibaly-Pasquier (2011)
Annales de l'I.H.P. Probabilités et statistiques
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We generalize brownian motion on a riemannian manifold to the case of a family of metrics which depends on time. Such questions are natural for equations like the heat equation with respect to time dependent laplacians (inhomogeneous diffusions). In this paper we are in particular interested in the Ricci flow which provides an intrinsic family of time dependent metrics. We give a notion of parallel transport along this brownian motion, and establish a generalization of the Dohrn–Guerra...
Vilmos Prokaj, Miklós Rásonyi, Walter Schachermayer (2011)
Annales de l'I.H.P. Probabilités et statistiques
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The following question is due to Marc Yor: Let be a brownian motion and =+ . Can we define an -predictable process such that the resulting stochastic integral (⋅) is a brownian motion (without drift) in its own filtration, i.e. an -brownian motion? In this paper we show that by dropping the requirement of -predictability of we can give a positive answer to this question. In other words, we are able to show that there is a weak solution to Yor’s question....
R. J. Williams, W. A. Zheng (1990)
Annales de l'I.H.P. Probabilités et statistiques
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