Decomposing the Brownian path

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Sample Path Properties of Bifractional Brownian Motion

Let B = { B(t), t ∈ R+ } be a bifractional Brownian motion in R. We prove that B is strongly locally nondeterministic. Applying this property and a stochastic integral representation of B , we establish Chung’s law of the iterated logarithm for B , as well as sharp Hölder conditions and tail probability estimates for the local times of B . We also consider the existence and the regularity of th...

متن کامل

Some Path Properties of Iterated Brownian Motion

We will consider the process {Z(t) df = X(Y (t)), t ≥ 0} which we will call “iterated Brownian motion” or simply IBM. Funaki (1979) proved that a similar process is related to “squared Laplacian.” Krylov (1960) and Hochberg (1978) considered finitely additive signed measures on the path space corresponding to squared Laplacian (there exists a genuine probabilistic approach, see, e.g., Ma̧drecki ...

متن کامل

The Brownian Frame Process as a Rough Path

The Brownian frame process T B is defined as T B t := (Bt−1+u)0≤u≤1 , t ∈ [0, 1] , where B is a real-valued Brownian motion with parameter set [−1, 1]. This thesis investigates properties of the path-valued Brownian frame process relevant to establishing an integration theory based on the theory of rough paths ([Lyons, 1998]). The interest in studying this object comes from its connection with ...

متن کامل

The Frontier of a Brownian Path Is Multifractal

We consider the multifractal spectrum of harmonic measure of a Brownian motion path in two or three dimensions. We show that the multifractal spectrum is nontrivial and relate the spectrum to the intersection exponent. As a corollary we show that harmonic measure on a three dimension Brownian motion path is carried on a set of Hausdorr dimension strictly less than two.

متن کامل

On Path Integrals for the High-dimensional Brownian Bridge

Let v be a bounded function with bounded support in Rd, d ≥ 3. Let x, y ∈ Rd. Let Z(t) denote the path integral of v along the path of a Brownian bridge in Rd which runs for time t, starting at x and ending at y. As t → ∞, it is perhaps evident that the distribution of Z(t) converges weakly to that of the sum of the integrals of v along the paths of two independent Brownian motions, starting at...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Bulletin of the American Mathematical Society

سال: 1970

ISSN: 0002-9904

DOI: 10.1090/s0002-9904-1970-12591-5