Set-valued Brownian motion

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود 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

A Note on Fuzzy Set–Valued Brownian Motion

In this paper, we prove that a fuzzy set–valued Brownian motion Bt, as defined in [2], can be handle by an R–valued Wiener process bt, in the sense that Bt = Ibt ; i.e. it is actually the indicator function of a Wiener process.

متن کامل

Matrix valued Brownian motion and a paper by Polya

This paper has two parts which are largely independent. In the first one I recall some known facts on matrix valued Brownian motion, which are not so easily found in this form in the literature. I will study three types of matrices, namely Hermitian matrices, complex invertible matrices, and unitary matrices, and try to give a precise description of the motion of eigenvalues (or singular values...

متن کامل

Brownian Brownian Motion – I

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M ≫ 1 and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of...

متن کامل

The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift

This paper is concerned with various aspects of the Slepian process (Bt+1 −Bt, t ≥ 0) derived from one-dimensional standard Brownian motion (Bt, t ≥ 0). In particular, we offer an analysis of the local structure of the Slepian zero set {t : Bt+1 = Bt}, including a path decomposition of the Slepian process for 0 ≤ t ≤ 1. We also establish the existence of a random time T ≥ 0 such that the proces...

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: Ricerche di Matematica

سال: 2018

ISSN: 0035-5038,1827-3491

DOI: 10.1007/s11587-018-0372-1