搜索结果: 16-30 共查到“管理学 Brownian Motion”相关记录56条 . 查询时间(0.182 秒)
On the rate of convergence to Brownian motion of the partial sums of infima of independent random variables
the rate of convergence to Brownian motion the partial sums of infima
2009/9/23
On the rate of convergence to Brownian motion of the partial sums of infima of independent random variables。
Admissible translations of the Brownian motion on a Lie group
Admissible translations the Brownian motion on a Lie group
2009/9/23
Admissible translations of the Brownian motion on a Lie group。
The reflected Brownian motion on the Sierpiński gasket
The reflected Brownian motion the Sierpiński gasket
2009/9/22
The paper identifies the Dirichlet form of the "path- '
wise-defined" reflected Brownian motion on the Sierpiriski gasket with
the Dirichlet form on the Sierpiliski gasket introduced by Fukushima
a...
Asymptotic behavior for the surviving Brownian motion on the Sierpiński gasket with Poisson obstacles
Asymptotic behavior the surviving Brownian motion the Sierpiński gasket with Poisson obstacles
2009/9/22
A Brownian motion on the Sierpiriski gasket gets
absorbed at the boundary of a cloud of balls with centers distributed
according to an independent Poisson law. The aim of this paper is to
investiga...
A variational representation for positive functionals of infinite dimensional Brownian motion
Large deviations Laplace principle stochastic control cylindrical Brownian motion
2009/9/22
A variational representation for positive functionals of
a Hilbert space valued Wiener process (w(.)is) p roved. This representation
is then used to prove a large deviations principle for the family...
Sojourn time of some reflected Brownian motion in the unit disk
reflected Brownian motion boundary value problems fractional linear transformation
2009/9/22
We study the heat diffusion in a domain with an obstacle
inside. More precisely, we are interested in the quantity of heat
in so far as a function of the position of the heat source at time 0. This
...
Asymptotics of the supremum of scaled Brownian motion
Brownian motion exponential bound fractional Brownian motion Gaussian process local time
2009/9/21
We consider the problem of estimating the tail of the
distribution of the supremum of scaled Brownian motion ~ ( j ( t )p)ro -
cesses with hear drift.
I Using the local time technique we obtain asy...
ON TWE RENlARRABLE DISTRIBUTIONS OF MAXIPMA OF SOME FRAGMENTS OF THE STANI)ARD REFLECTING RANDOM WALK AND BROWNIAN MOTION
Standard random walk standard Brownian motion excursion meander comeander infinite divisibility
2009/9/18
In this paper, we consider some distributions of maxima
of excursions and related variables for standard random walk and
Brownian motion. We discuss the infinite divisibility properties of
these di...
FINE STRUCTURE OF THE COMPLEX HYPERBOLIC BROWNIAN MOTION AND RUDIN’S QUESTION
Complex hyperbolic space complex hyperbolic Brownian motion invariant Laplace operator
2009/9/18
We investigate the fine structure of the complex hyperbolic
Brownian motion in the unit ball of Cn. It turns out that the generator of the
process is locally very close to the generator of some simp...
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Concentration inequalities exact confidence intervals fractional Brownian motion Hurst parameter
2009/9/16
In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion
Simple exclusion nearest-neighbor one dimensional tagged particle
2009/6/12
The purpose of this note is to improve this convergence to a functional central
limit theorem,with respect to the uniform topology,and so complete the solution
to a conjecture in the literature with...
Exponential functionals of Brownian motion, I: Probability laws at fixed time
Brownian motion Bessel process Lamperti's relation Hartman-Watson distributions
2009/5/18
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several rel...
On the constructions of the skew Brownian motion
skew Brownian motion PDE with singular drift PDE with transmission condition SDE with local time excursions of Brownian motion
2009/5/18
This article summarizes the various ways one may use to construct the Skew Brownian motion, and shows their connections. Recent applications of this process in modelling and numerical simulation motiv...
The Dimension of the Frontier of Planar Brownian Motion
Planar Brownian Motion Frontier Dimension Disconnection Exponents
2009/5/11
Let $B$ be a two dimensional Brownian motion and let the frontier of $B[0,1]$ be defined as the set of all points in $B[0,1]$ that are in the closure of the unbounded connected component of its comple...
Fractional Brownian Motion and the Markov Property
Gaussian processes Markov Processes Numerical Approximation Ergodic Theorem
2009/5/8
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This leads naturally to:
1. A...