Brownian Motion Indexed by a Time Scale

ISSN： 0736-2994

Source： Stochastic Analysis and Applications, Vol.29, Iss.3, 2011-05, pp. : 457-472

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A Set-indexed Fractional Brownian Motion

By Herbin Erick Merzbach Ely

Journal of Theoretical Probability, Vol. 19, Iss. 2, 2006-06 ,pp. : 337-364

Springer Publishing Company

Access to resources Recommend Favorite

BIRTH–DEATH CHAINS AND THE LOCAL TIME OF BROWNIAN MOTION

Bulletin of the Australian Mathematical Society, Vol. 85, Iss. 3, 2011-12 ,pp. : 497-504

Cambridge University Press

Access to resources Recommend Favorite

Chernoff's Theorem and Discrete Time Approximations of Brownian Motion on Manifolds

By Smolyanov Oleg Weizsäcker Heinrich Wittich Olaf

Potential Analysis, Vol. 26, Iss. 1, 2007-02 ,pp. : 1-29

Springer Publishing Company

Access to resources Recommend Favorite

Continuity in Law with Respect to the Hurst Parameter of the Local Time of the Fractional Brownian Motion

By Jolis Maria Viles Noèlia

Journal of Theoretical Probability, Vol. 20, Iss. 2, 2007-06 ,pp. : 133-152

Springer Publishing Company

Access to resources Recommend Favorite

How the sojourn time distributions of Brownian motion are affected by different forms of conditioning

By Beghin L. Nikitin Y. Orsingher E.

Statistics and Probability Letters, Vol. 65, Iss. 4, 2003-12 ,pp. : 291-302

Elsevier

Access to resources Recommend Favorite