Approximations of the brownian rough path with applications to stochastic analysis
Peter Friz, Nicolas Victoir (2005)
Annales de l'I.H.P. Probabilités et statistiques
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Peter Friz, Nicolas Victoir (2005)
Annales de l'I.H.P. Probabilités et statistiques
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C. M. Newman, K. Ravishankar, E. Schertzer (2010)
Annales de l'I.H.P. Probabilités et statistiques
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The brownian web (BW), which developed from the work of Arratia and then Tóth and Werner, is a random collection of paths (with specified starting points) in one plus one dimensional space–time that arises as the scaling limit of the discrete web (DW) of coalescing simple random walks. Two recently introduced extensions of the BW, the brownian net (BN) constructed by Sun and Swart, and the dynamical brownian web (DyBW) proposed by Howitt and Warren, are (or should be) scaling limits...
Modeste N'Zi (1997)
Annales mathématiques Blaise Pascal
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Jean-François Delmas, Pascal Vogt (2005)
Annales de l'I.H.P. Probabilités et statistiques
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Giovanni Peccati (2001)
Annales de l'I.H.P. Probabilités et statistiques
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