AbstractA general approximation model for the continuous additive functionals of the multidimensional Brownian motion is defined by summing a family of “local” processes over the representing measure of the considered CAF. Natural analogous to the classical approximation theorems for the local time of the one-dimensional Brownian motion (occupation time, downcrossings, flat stretches and so on) are obtained. The considered approximation is in L2
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
Assume a standard Brownian motion W = (Wt)t∈[0,1] and a Borel function f: R → R such that Z = f(W1) ...
In this article, we generalize Wiener\u27s existence result for one-dimensional Brownian motion by c...
AbstractA general approximation model for the continuous additive functionals of the multidimensiona...
AbstractThis paper is devoted to the study of the additive functional t→∫0tf(W(s))ds, where f denote...
AbstractConditions are given on a family of measures {μa, 0⩽a⩽1} so that the corresponding family {A...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
AbstractWe extend the notion of positive continuous additive functionals of multidimensional Brownia...
Abstract. We study the increments of additive functionals of diffusion pro-cesses by using strong ap...
The Wiener process is the classical example of a mathematical model for Brownian movement. Wiener vi...
Let be a one-parameter family of positive integral operators on a locally compact space . For a poss...
In this thesis I will present a way of discretizing Lévy processes in space instead of in time. The ...
The Brownian motion with multi-dimensional time parameter introduced by Paul Lévy can be viewed as a...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
Through a regularization procedure, a few schemes for approximation of the local time of a large cla...
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
Assume a standard Brownian motion W = (Wt)t∈[0,1] and a Borel function f: R → R such that Z = f(W1) ...
In this article, we generalize Wiener\u27s existence result for one-dimensional Brownian motion by c...
AbstractA general approximation model for the continuous additive functionals of the multidimensiona...
AbstractThis paper is devoted to the study of the additive functional t→∫0tf(W(s))ds, where f denote...
AbstractConditions are given on a family of measures {μa, 0⩽a⩽1} so that the corresponding family {A...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
AbstractWe extend the notion of positive continuous additive functionals of multidimensional Brownia...
Abstract. We study the increments of additive functionals of diffusion pro-cesses by using strong ap...
The Wiener process is the classical example of a mathematical model for Brownian movement. Wiener vi...
Let be a one-parameter family of positive integral operators on a locally compact space . For a poss...
In this thesis I will present a way of discretizing Lévy processes in space instead of in time. The ...
The Brownian motion with multi-dimensional time parameter introduced by Paul Lévy can be viewed as a...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
Through a regularization procedure, a few schemes for approximation of the local time of a large cla...
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
Assume a standard Brownian motion W = (Wt)t∈[0,1] and a Borel function f: R → R such that Z = f(W1) ...
In this article, we generalize Wiener\u27s existence result for one-dimensional Brownian motion by c...