Existence and sample path properties of the diffusions in Nelson's stochastic mechanics

1986 ◽  
pp. 25-51 ◽  
Author(s):  
Eric A. Carlen
Keyword(s):  
Sample Path ◽  
Stochastic Mechanics ◽  
Sample Path Properties ◽  
Path Properties

Sample path behaviour of Χ2 surfaces at extrema

1988 ◽  
Vol 20 (4) ◽  
pp. 719-738 ◽  
Author(s):  
Michael Aronowich ◽  
Robert J. Adler
Keyword(s):  
Rough Surfaces ◽  
Sample Path ◽  
Gaussian Field ◽  
Random Surfaces ◽  
Sample Path Properties ◽  
Low Levels ◽  
Path Properties

We study the sample path properties of χ2 random surfaces, in particular in the neighbourhood of their extrema. We show that, as is the case for their Gaussian counterparts, χ2 surfaces at high levels follow the form of certain deterministic paraboloids, but that, unlike their Gaussian counterparts, at low levels their form is much more random. This has a number of interesting implications in the modelling of rough surfaces and the study of the ‘robustness' of Gaussian field models. The general approach of the paper is the study of extrema via the ‘Slepian model process', which, for χ2 fields, is tractable only at asymptotically high or low levels.

Sample path properties of the G/D/m queue

1993 ◽  
Vol 65 (2) ◽  
pp. 270-273
Author(s):  
Michael C. Fu ◽  
Jian-Qiang Hu
Keyword(s):  
Sample Path ◽  
Sample Path Properties ◽  
Path Properties

scholarly journals Sample path properties of the local time of multifractional Brownian motion

Bernoulli ◽  
2007 ◽  
Vol 13 (3) ◽  
pp. 849-867 ◽  
Author(s):  
Brahim Boufoussi ◽  
Marco Dozzi ◽  
Raby Guerbaz
Keyword(s):  
Brownian Motion ◽  
Local Time ◽  
Sample Path ◽  
Multifractional Brownian Motion ◽  
Sample Path Properties ◽  
Path Properties

Sample Path Properties of lp -Valued Ornstein-Uhlenbeck Processes

1990 ◽  
Vol 33 (3) ◽  
pp. 358-366 ◽  
Author(s):  
B. Schmuland
Keyword(s):  
Sample Path ◽  
Uhlenbeck Process ◽  
Sample Paths ◽  
Sample Path Properties ◽  
Ornstein Uhlenbeck Process ◽  
Zero Capacity ◽  
Vector Valued ◽  
Path Properties

AbstractWe give conditions under which a vector valued Ornstein Uhlenbeck process has continuous sample paths in lp for 1 ≦ p < ∞. We also show when the space lp is not entered at all, i.e., when it has zero capacity.

scholarly journals Sample path properties of the stochastic flows

2004 ◽  
Vol 32 (1A) ◽  
pp. 1-27 ◽  
Author(s):  
Leonid Koralov ◽  
Vadim Kaloshin ◽  
Dmitry Dolgopyat
Keyword(s):  
Sample Path ◽  
Stochastic Flows ◽  
Sample Path Properties ◽  
Path Properties
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