The hard-edge tacnode process for Brownian motion
نویسندگان
چکیده
منابع مشابه
Nonincrease Everywhere of the Brownian Motion Process
The (linear, separable) Brownian motion process has been studied more than any other stochastic process. It has many applications and, at least since Bachelier, probabilists have been at(tract,ed by its delicate and curious properties. It furnished, in the hands of N. Jyiener, the first instance of a satisfactorily defined nondiscrete stochastic process n-ith continuous time parameter, and it i...
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This work was carried out while the author was a National Science Foundation predoctoral fellow. The author expresses his appreciation to D. C. Spencer for suggesting this problem and for his help and advice in the preparation of this paper. 1 M. P. Gaffney, "The Heat Equation Method of Milgram and Rosenbloom for Open Riemannian Manifolds," Ann. Math. (to appear). 2 D. C. Spencer, "The Heat Equ...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2017
ISSN: 1083-6489
DOI: 10.1214/17-ejp97