scholarly journals Limit theorems for a class of multiplicative operator functionals of Brownian motion

1974 ◽  
Vol 4 (3) ◽  
pp. 435-442 ◽  
Author(s):  
Richard J. Griego
Keyword(s):  
Brownian Motion ◽  
Limit Theorems ◽  
Multiplicative Operator

Super-Brownian Motion and Critical Spatial Stochastic Systems

2004 ◽  
Vol 47 (2) ◽  
pp. 280-297 ◽  
Author(s):  
Ed Perkins
Keyword(s):  
Brownian Motion ◽  
Limit Theorems ◽  
Stochastic Systems ◽  
Contact Process ◽  
Voter Model ◽  
Oriented Percolation ◽  
Short Introduction ◽  
Super Brownian Motion

AbstractThis article is a short introduction to super-Brownian motion. Some of its properties are discussed but our main objective is to describe a number of limit theorems which show super-Brownian motion is a universal limit for rescaled spatial stochastic systems at criticality above a critical dimenson. These systems include the voter model, the contact process and critical oriented percolation.

scholarly journals On the time spent above a level by Brownian motion with negative drift

1986 ◽  
Vol 18 (04) ◽  
pp. 1017-1018 ◽  
Author(s):  
J.-P. Imhof
Keyword(s):  
Brownian Motion ◽  
Limit Theorems ◽  
Distribution Functions ◽  
Probability Densities ◽  
Negative Drift

Limit theorems of Berman involve the total time spent by Brownian motion with negative drift above a fixed or exponentially distributed negative level. We give explicitly the probability densities and distribution functions, obtained via an equivalence of laws.

A note on two-level superprocesses

2004 ◽  
Vol 41 (1) ◽  
pp. 202-210
Author(s):  
Wen-Ming Hong
Keyword(s):  
Brownian Motion ◽  
Central Limit ◽  
Random Fields ◽  
Limit Theorems ◽  
Gaussian Random Fields ◽  
Central Limit Theorems ◽  
Gaussian Fields ◽  
Super Brownian Motion ◽  
Random Immigration

We prove some central limit theorems for a two-level super-Brownian motion with random immigration, which lead to limiting Gaussian random fields. The covariances of those Gaussian fields are explicitly characterized.

SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION

2001 ◽  
Vol 19 (4) ◽  
pp. 499-517 ◽  
Author(s):  
Zheng-Yan Lin ◽  
Yong-Kab Choi ◽  
Kyo-Shin Hwang
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Limit Theorems
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