Search results

From MaRDI portal
View ( | ) (20 | 50 | 100 | 250 | 500)
  • 2018-05-11 Paper The Brownian hitting distributions in space-time of bounded sets and the expected volume of the Wiener sausage for a Brownian bridge 2018-04-10...
    10 bytes (16 words) - 15:43, 8 December 2023
  • 2016-10-18 Paper Joint distributions of partial and global maxima of a Brownian bridge 2016-09-27 Paper Propagators of random walks on comb lattices of arbitrary...
    10 bytes (16 words) - 17:44, 7 December 2023
  • Paper Phase transition for absorbed Brownian motion with drift 1999-08-24 Paper Thermodynamics of a Brownian bridge polymer model in a random environment...
    10 bytes (16 words) - 00:27, 9 December 2023
  • time of a Brownian motion with non-null drift 2020-12-18 Paper Some results on the Brownian meander with drift 2020-05-19 Paper Drifted Brownian motions...
    10 bytes (16 words) - 03:07, 25 September 2023
  • Extension of the Brownian Bridge with Applications in Finance 2021-10-04 Paper Bridges with random length: gamma case 2020-05-19 Paper L\'evy bridges with random...
    10 bytes (16 words) - 00:22, 25 September 2023
  • Observed Stochastic Systems Driven by Fractional Brownian Motion 2024-02-20 Paper On mean-field super-Brownian motions 2024-01-15 Paper Solvability of parabolic...
    10 bytes (16 words) - 07:43, 9 December 2023
  • 2005-12-05 Paper A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend 2005-09-29 Paper Elliptical triangular arrays in the...
    10 bytes (16 words) - 14:20, 7 December 2023
  • fractional Brownian motion, and time-changed Brownian motion 2019-08-26 Paper The randomized first-hitting problem of continuously time-changed Brownian motion...
    10 bytes (16 words) - 21:17, 11 December 2023
  • Modulated Market 2022-02-07 Paper Optimal stopping of an Ornstein-Uhlenbeck bridge 2021-10-25 Paper Insider information and its relation with the arbitrage...
    10 bytes (16 words) - 17:33, 11 December 2023
  • deviation principles for stochastic dynamical systems with a fractional Brownian noise 2020-06-13 Paper An implicit numerical scheme for a class of backward...
    10 bytes (17 words) - 16:01, 12 December 2023
  • coupled suspension bridge equations of Kirchhoff type 2022-05-25 Paper Ergodicity of stochastic Rabinovich systems driven by fractional Brownian motion 2022-05-20...
    10 bytes (17 words) - 23:37, 9 December 2023
  • for the additive two-sided Brownian motion 2021-10-28 Paper Karhunen-Loève expansion for the second order detrended Brownian motion 2019-02-14 Paper A distributional...
    10 bytes (16 words) - 11:37, 6 October 2023
  • Integrated Brownian motions and exact \(L_2\)-small balls 2004-06-10 Paper The mean of a maximum likelihood estimator associated with the Brownian bridge 2003-02-25...
    10 bytes (16 words) - 22:50, 8 December 2023
  • DRIVEN BY FRACTIONAL BROWNIAN MOTION 2013-11-20 Paper Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion 2013-08-01...
    10 bytes (17 words) - 18:33, 11 December 2023
  • theoretical considerations 2011-05-25 Paper Mapping the classical cross-bridge theory and backward steps in a three bead laser trap setup 2011-03-22 Paper...
    10 bytes (16 words) - 22:02, 10 December 2023
  • log-concavity: a review 2015-01-14 Paper An excursion approach to maxima of the Brownian bridge 2014-09-02 Paper Information bounds for Gaussian copulas 2014-05-05...
    10 bytes (19 words) - 17:39, 7 December 2023
  • Boundary crossing identities for Brownian motion and some nonlinear ode’s 2014-09-17 Paper Müntz linear transforms of Brownian motion 2014-05-02 Paper Boundary-crossing...
    10 bytes (16 words) - 00:54, 9 December 2023
  • Paper An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge 1983-01-01 Paper A Nonparametric Multivariate Test for Monotone Trend...
    10 bytes (18 words) - 07:33, 13 December 2023
  • Paper An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge 1983-01-01 Paper Bounds on the variance of the U-statistic for symmetric...
    10 bytes (18 words) - 07:33, 13 December 2023
  • Multilevel Monte Carlo learning 2021-02-17 Paper Convergence of Milstein Brownian bridge Monte Carlo methods and stable Greeks calculation 2019-06-26 Paper Randomized...
    10 bytes (16 words) - 06:56, 13 December 2023
View ( | ) (20 | 50 | 100 | 250 | 500)