Finitary isomorphisms of Brownian motions

The Annals of Probability ◽

10.1214/19-aop1412 ◽

2020 ◽

Vol 48 (4) ◽

pp. 1966-1979

Author(s):

Zemer Kosloff ◽

Terry Soo

Keyword(s):

Brownian Motions ◽

Finitary Isomorphisms

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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

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Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

10.21236/ada614716 ◽

2014 ◽

Author(s):

Tyrone E. Duncan ◽

Bozenna Pasik-Duncan

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Brownian Motions ◽

Fractional Brownian Motions

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Completely Continuous Representation of Arboriform Brownian Motions

SSRN Electronic Journal ◽

10.2139/ssrn.1830991 ◽

2011 ◽

Author(s):

Yuta Motoyama

Keyword(s):

Continuous Representation ◽

Brownian Motions ◽

Completely Continuous

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Isolated singularities in the heat equation behaving like fractional Brownian motions

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2021.125322 ◽

2021 ◽

pp. 125322

Author(s):

Mikihiro Fujii ◽

Izumi Okada ◽

Eiji Yanagida

Keyword(s):

Heat Equation ◽

Isolated Singularities ◽

Brownian Motions ◽

Fractional Brownian Motions

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Sticky Brownian Motions and a Probabilistic Solution to a Two-Point Boundary Value Problem

Mathematical Physics Analysis and Geometry ◽

10.1007/s11040-021-09383-5 ◽

2021 ◽

Vol 24 (2) ◽

Author(s):

Thu Dang Thien Nguyen

Keyword(s):

Boundary Value Problem ◽

Boundary Value ◽

Point Boundary ◽

Brownian Motions ◽

Probabilistic Solution

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Hydrodynamics and Brownian motions of a spheroid near a rigid wall

The Journal of Chemical Physics ◽

10.1063/1.4920981 ◽

2015 ◽

Vol 142 (19) ◽

pp. 194901 ◽

Author(s):

M. De Corato ◽

F. Greco ◽

G. D’Avino ◽

P. L. Maffettone

Keyword(s):

Brownian Motions

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Boundary Harnack principle for subordinate Brownian motions

Stochastic Processes and their Applications ◽

10.1016/j.spa.2008.08.003 ◽

2009 ◽

Vol 119 (5) ◽

pp. 1601-1631 ◽

Author(s):

Panki Kim ◽

Renming Song ◽

Zoran Vondraček

Keyword(s):

Boundary Harnack Principle ◽

Brownian Motions

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Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions

The Annals of Probability ◽

10.1214/aop/1176992259 ◽

1987 ◽

Vol 15 (1) ◽

pp. 115-137 ◽

Author(s):

J. M. Harrison ◽

R. J. Williams

Keyword(s):

Stationary Distributions ◽

Brownian Motions

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Small deviations for time-changed Brownian motions and applications to second-order chaos

Electronic Journal of Probability ◽

10.1214/ejp.v19-2993 ◽

2014 ◽

Vol 19 (0) ◽

Author(s):

Daniel Dobbs ◽

Tai Melcher

Keyword(s):

Second Order ◽

Brownian Motions ◽

Small Deviations

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Iterated elastic Brownian motions and fractional diffusion equations

Stochastic Processes and their Applications ◽

10.1016/j.spa.2008.10.001 ◽

2009 ◽

Vol 119 (6) ◽

pp. 1975-2003 ◽

Author(s):

Luisa Beghin ◽

Enzo Orsingher

Keyword(s):

Fractional Diffusion ◽

Diffusion Equations ◽

Brownian Motions ◽

Fractional Diffusion Equations

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