Previous Page 2

Displaying 21 – 29 of 29

Showing per page

Excursions of diffusion processes and continued fractions

Alain Comtet, Yves Tourigny (2011)

Annales de l'I.H.P. Probabilités et statistiques

It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in terms of an infinite continued fraction. We examine the probabilistic significance of the expansion. To illustrate our results, we discuss some examples of diffusions in deterministic and in random environments.

Extending analyticK-subanalytic functions

Artur Piękosz (2004)

Open Mathematics

Letg:U→ℝ (U open in ℝn) be an analytic and K-subanalytic (i. e. definable in ℝanK, whereK, the field of exponents, is any subfield ofℝ) function. Then the set of points, denoted Σ, whereg does not admit an analytic extension is K-subanalytic andg can be extended analytically to a neighbourhood of Ū.

Currently displaying 21 – 29 of 29

Previous Page 2