Chung's law of the iterated logarithm for iterated brownian motion
Davar Khoshnevisan, Thomas M. Lewis (1996)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Davar Khoshnevisan, Thomas M. Lewis (1996)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Khoshnevisan, Davar, Levin, David A., Shi, Zhan (2005)
Electronic Communications in Probability [electronic only]
Similarity:
R. W. R. Darling (1985)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Bruno Schapira, Robert Young (2011)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
We prove sharp estimates on the expected number of windings of a simple random walk on the square or triangular lattice. This gives new lower bounds on the averaged Dehn function, which measures the expected area needed to fill a random curve with a disc.
Fabrice Baudoin, Neil O’Connell (2011)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
We consider exponential functionals of a brownian motion with drift in ℝ, defined via a collection of linear functionals. We give a characterisation of the Laplace transform of their joint law as the unique bounded solution, up to a constant factor, to a Schrödinger-type partial differential equation. We derive a similar equation for the probability density. We then characterise all diffusions which can be interpreted as having the law of the brownian motion with drift conditioned on...
Modeste N'Zi (1997)
Annales mathématiques Blaise Pascal
Similarity: