In this article we obtain a skew-product decomposition of a Brownian motion on an ellipsoid of dimension in a Euclidean space of dimension. We only consider such ellipsoid whose restriction to first dimensions is a sphere and its last coordinate depends on a variable parameter. We prove that the projection of this Brownian motion on to the last coordinate is, after a suitable transformation, a Wright–Fisher diffusion process with atypical selection coefficient
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
Multi-skewed Brownian motion B\u3b1 = {B\u3b1t: t 65 0} with skewness sequence \u3b1 = {\u3b1k: k ...
As in preceding papers in which we studied the limits of penalized 1-dimensional Wiener measures wit...
The classical skew-product decomposition of planar Brownian motion represents the process in polar c...
My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a $2 \times 2$ ...
We describe an exact simulation algorithm for the increments of Brownian motion on a sphere of arbit...
We study the Brownian motion of a single ellipsoidal particle diffusing in a narrow channel by video...
We study the asymptotic behavior of the maximum likelihood es-timator corresponding to the observati...
Abstract: This article summarizes the various ways one may use to con-struct the Skew Brownian motio...
AbstractWe show that the only compact simply connected manifolds for which the radial part of Browni...
We studied the Brownian motion of isolated ellipsoidal particles in water confined to two dimensions...
We consider the stochastic equation X(t) = W(t) + βlX0(t), where W is a standard Wiener process and ...
We give recurrence/transience criteria for skew products of one dimensional diffusion process and th...
In this note we obtain two different types of skew-product representations of the multidimensional D...
We study the two-dimensional fractional Brownian motion with Hurst parameter H> 12. In particular...
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
Multi-skewed Brownian motion B\u3b1 = {B\u3b1t: t 65 0} with skewness sequence \u3b1 = {\u3b1k: k ...
As in preceding papers in which we studied the limits of penalized 1-dimensional Wiener measures wit...
The classical skew-product decomposition of planar Brownian motion represents the process in polar c...
My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a $2 \times 2$ ...
We describe an exact simulation algorithm for the increments of Brownian motion on a sphere of arbit...
We study the Brownian motion of a single ellipsoidal particle diffusing in a narrow channel by video...
We study the asymptotic behavior of the maximum likelihood es-timator corresponding to the observati...
Abstract: This article summarizes the various ways one may use to con-struct the Skew Brownian motio...
AbstractWe show that the only compact simply connected manifolds for which the radial part of Browni...
We studied the Brownian motion of isolated ellipsoidal particles in water confined to two dimensions...
We consider the stochastic equation X(t) = W(t) + βlX0(t), where W is a standard Wiener process and ...
We give recurrence/transience criteria for skew products of one dimensional diffusion process and th...
In this note we obtain two different types of skew-product representations of the multidimensional D...
We study the two-dimensional fractional Brownian motion with Hurst parameter H> 12. In particular...
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic diff...
Multi-skewed Brownian motion B\u3b1 = {B\u3b1t: t 65 0} with skewness sequence \u3b1 = {\u3b1k: k ...
As in preceding papers in which we studied the limits of penalized 1-dimensional Wiener measures wit...