AbstractWe study the growth of ∫tθt |ξ(s)|pds as t ↑ ∞ for Brownian and α-stable motions ξ
In this paper we present a result on convergence of approximate solutions of stochastic differential...
Charles Suquet c The distributions of Hölder norms of Brownian motion and of Brow-nian bridge are li...
AbstractThe goal of this paper is to show that under some assumptions, for a d-dimensional fractiona...
AbstractThe necessary and sufficient condition for a function to be upper class relative to a Browni...
AbstractAn embedding of an arbitrary centred law μ in a Brownian motion (that is a stopping time T a...
Brownian motion has met growing interest in mathematics, physics and particularly in finance since i...
AbstractWe give a method for establishing the GLIL for a stationary stochastic process and demonstra...
AbstractLet B(s, t), s, t > 0, be a Brownian sheet. In contrast to the usual law of the iterated log...
AbstractLet X1,X2,… be i.i.d. random variables with a continuous distribution function. Let R0=0, Rk...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 20...
AbstractWe use Brownian motion ideas to study Schrödinger operators H = built−12Δ + V on Lp(Rv). In ...
We obtain two-sided bounds for the density of stochastic processes satisfying a weak H"ormander cond...
We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real var...
International audienceWe develop a Brownian penalisation procedure related to weight processes $(F_t...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
Charles Suquet c The distributions of Hölder norms of Brownian motion and of Brow-nian bridge are li...
AbstractThe goal of this paper is to show that under some assumptions, for a d-dimensional fractiona...
AbstractThe necessary and sufficient condition for a function to be upper class relative to a Browni...
AbstractAn embedding of an arbitrary centred law μ in a Brownian motion (that is a stopping time T a...
Brownian motion has met growing interest in mathematics, physics and particularly in finance since i...
AbstractWe give a method for establishing the GLIL for a stationary stochastic process and demonstra...
AbstractLet B(s, t), s, t > 0, be a Brownian sheet. In contrast to the usual law of the iterated log...
AbstractLet X1,X2,… be i.i.d. random variables with a continuous distribution function. Let R0=0, Rk...
Brownian Motion is one of the most useful tools in the arsenal of stochastic models. This phenomenon...
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 20...
AbstractWe use Brownian motion ideas to study Schrödinger operators H = built−12Δ + V on Lp(Rv). In ...
We obtain two-sided bounds for the density of stochastic processes satisfying a weak H"ormander cond...
We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real var...
International audienceWe develop a Brownian penalisation procedure related to weight processes $(F_t...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
Charles Suquet c The distributions of Hölder norms of Brownian motion and of Brow-nian bridge are li...
AbstractThe goal of this paper is to show that under some assumptions, for a d-dimensional fractiona...
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