The set of fast points associated with the process Y(s) = inf &ldet; x(t) &rdet; t≥ 8 z ) where x(t) is a standard Brownian motion, is considered. This random subset of exceptional time set is shown to be everywhere dense of the second category and has the cardinality of the continuum. Journal of the Nigerian Association of Mathematical Physics Vol. 9 2005: pp. 57-6
We characterize the possible distributions of a stopped simple symmetric random walk Xτ, where τ is ...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
International audienceWe consider a branching Brownian motion in $\mathbb{R}^d$. We prove that there...
We study the probability theory of countable dense random subsets of (uncountably infinite) Polish s...
AbstractLet Xt be the Brownian motion in Rd. The random set Γ = {(t1,…, tn, z): Xtl = ··· = Xtn = z}...
It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar...
AbstractLet Jωx(t) = x + ∝0t bω(s) ds, where bω is planar Brownian motion starting at 0. A Wiener-ty...
We construct random point processes in $\C$ that are asymptotically close to a given doubling measur...
International audienceIn this paper we consider the persistence properties of random processes in Br...
We consider a class of Gaussian isotropic random fields related to multi-parameter fractional Browni...
For d ϵ {1, 2, 3}, let (Bdt ; t > 0) be a d-dimensional standard Brownian motion. We study the d-...
the Lebesgue measure, K(x, y) is a kernel of non-negative self-adjoint locally Tr-class operator on ...
We investigate the Martin-L�of random sample paths of Brownian motion, applying techniques from algo...
In this paper we study the behaviour at infinity of the Fourier transform ofRadon measures supported...
For each a [is an element of the set] (0, 1/2), there exists a random measure [beta] [subscript] a w...
We characterize the possible distributions of a stopped simple symmetric random walk Xτ, where τ is ...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
International audienceWe consider a branching Brownian motion in $\mathbb{R}^d$. We prove that there...
We study the probability theory of countable dense random subsets of (uncountably infinite) Polish s...
AbstractLet Xt be the Brownian motion in Rd. The random set Γ = {(t1,…, tn, z): Xtl = ··· = Xtn = z}...
It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar...
AbstractLet Jωx(t) = x + ∝0t bω(s) ds, where bω is planar Brownian motion starting at 0. A Wiener-ty...
We construct random point processes in $\C$ that are asymptotically close to a given doubling measur...
International audienceIn this paper we consider the persistence properties of random processes in Br...
We consider a class of Gaussian isotropic random fields related to multi-parameter fractional Browni...
For d ϵ {1, 2, 3}, let (Bdt ; t > 0) be a d-dimensional standard Brownian motion. We study the d-...
the Lebesgue measure, K(x, y) is a kernel of non-negative self-adjoint locally Tr-class operator on ...
We investigate the Martin-L�of random sample paths of Brownian motion, applying techniques from algo...
In this paper we study the behaviour at infinity of the Fourier transform ofRadon measures supported...
For each a [is an element of the set] (0, 1/2), there exists a random measure [beta] [subscript] a w...
We characterize the possible distributions of a stopped simple symmetric random walk Xτ, where τ is ...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
International audienceWe consider a branching Brownian motion in $\mathbb{R}^d$. We prove that there...
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