AbstractLet {W(t): t ≥ 0} be μ-Brownian motion in a real separable Banach space B, and let aT be a nondecreasing function of T for which (i) 0 < aT ≤ T (T ≥ 0), (ii) aTT is nonincreasing. We establish a Strassen limit theorem for the net {ξT: T ≥ 3}, where ξT =W(T + taT) − W(T){2aT[log(TaT) + log log T]}12, 0 ⩽ t ⩽
Let $ { X_n : n geqq 1 } $ be a sequence of i.i.d. Banach space valued random variables with $ E[X_n...
We consider iid Brownian motions, Bj(t), where Bj(0) has a rapidly decreasing, smooth density functi...
We consider lid Brownian motions, B(j)(t), where B(j)(0) has a rapidly decreasing, smooth density fu...
Let {W(t): t >= 0} be [mu]-Brownian motion in a real separable Banach space B, and let aT be a nonde...
AbstractLet {W(t): t ≥ 0} be μ-Brownian motion in a real separable Banach space B, and let aT be a n...
Let $B$ be a Brownian motion with paths in $C([0,1])$ and covariance kernel $K(s,t)=\min\{s,t\}$ and...
Let Wt be a standard Brownian motion and define R(t, 1) = maxt-1[less-than-or-equals, slant]s[less-t...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
Averaging procedure; impulse dynamical systems; Markov systems; weak convergence The paper proposes...
The main goal of this article is to study an averaging principle for a class of two-time-scale stoch...
Abstract. Given a geometric Brownian motion S = (St)t∈[0,T] and a Borel function g: (0,∞) → IR such...
AbstractGiven a geometric Brownian motion S=(St)t∈[0,T] and a Borel measurable function g:(0,∞)→R su...
AbstractWe show that the occupation measure μ on the path of a planar Brownian motion run for an arb...
We present a constructive probabilistic proof of the fact that if B = (Bt)t≥0 is standard Brownian m...
The distribution of the α-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
Let $ { X_n : n geqq 1 } $ be a sequence of i.i.d. Banach space valued random variables with $ E[X_n...
We consider iid Brownian motions, Bj(t), where Bj(0) has a rapidly decreasing, smooth density functi...
We consider lid Brownian motions, B(j)(t), where B(j)(0) has a rapidly decreasing, smooth density fu...
Let {W(t): t >= 0} be [mu]-Brownian motion in a real separable Banach space B, and let aT be a nonde...
AbstractLet {W(t): t ≥ 0} be μ-Brownian motion in a real separable Banach space B, and let aT be a n...
Let $B$ be a Brownian motion with paths in $C([0,1])$ and covariance kernel $K(s,t)=\min\{s,t\}$ and...
Let Wt be a standard Brownian motion and define R(t, 1) = maxt-1[less-than-or-equals, slant]s[less-t...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
Averaging procedure; impulse dynamical systems; Markov systems; weak convergence The paper proposes...
The main goal of this article is to study an averaging principle for a class of two-time-scale stoch...
Abstract. Given a geometric Brownian motion S = (St)t∈[0,T] and a Borel function g: (0,∞) → IR such...
AbstractGiven a geometric Brownian motion S=(St)t∈[0,T] and a Borel measurable function g:(0,∞)→R su...
AbstractWe show that the occupation measure μ on the path of a planar Brownian motion run for an arb...
We present a constructive probabilistic proof of the fact that if B = (Bt)t≥0 is standard Brownian m...
The distribution of the α-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
Let $ { X_n : n geqq 1 } $ be a sequence of i.i.d. Banach space valued random variables with $ E[X_n...
We consider iid Brownian motions, Bj(t), where Bj(0) has a rapidly decreasing, smooth density functi...
We consider lid Brownian motions, B(j)(t), where B(j)(0) has a rapidly decreasing, smooth density fu...
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