scientific article; zbMATH DE number 503430
From MaRDI portal
Publication:4279769
zbMath0789.60060MaRDI QIDQ4279769
Publication date: 6 June 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
IBM, SIBM and IBS. ⋮ Strong approximation of quantile processes by iterated Kiefer processes. ⋮ Brownian-time processes: The PDE connection and the half-derivative generator ⋮ Iterated Brownian motion in an open set. ⋮ The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion ⋮ Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion ⋮ Laws of the iterated logarithm for a class of iterated processes ⋮ Laws of the iterated logarithm for iterated Wiener processes ⋮ Lower limits of iterated Wiener processes ⋮ Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\) ⋮ The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion ⋮ Processes iterated ad libitum ⋮ Global Strassen-type theorems for iterated Brownian motions ⋮ Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations ⋮ Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes ⋮ Existence and uniqueness for parabolic problems with Caputo time derivative ⋮ Iterated Brownian motion and stable \((1/4)\) subordinator ⋮ An Itô calculus for a class of limit processes arising from random walks on the complex plane ⋮ Itô formula for an asymptotically 4-stable process ⋮ On the logarithmic average of iterated processes ⋮ Extremes of randomly scaled Gumbel risks ⋮ Robustness for path-dependent volatility models ⋮ On the asymptotics of supremum distribution for some iterated processes ⋮ The local time of iterated Brownian motion ⋮ The fractal dimensions of the level sets of the generalized iterated Brownian motion ⋮ Asymptotic properties of Brownian motion delayed by inverse subordinators ⋮ Strong approximation of stochastic processes at random times and application to their exact simulation ⋮ Brownian motion can feel the shape of a drum ⋮ A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process ⋮ Probabilistic representations for the solution of higher order differential equations ⋮ Random walk and Brownian local times in Wiener sheets: a tribute to my almost surely most visited \(75\) years young best friends, Endre Csáki and Pál Révész ⋮ Large deviations for subordinated Brownian motion and applications ⋮ Large deviations for local time fractional Brownian motion and applications ⋮ The uniform modulus of continuity of iterated Brownian motion ⋮ Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations ⋮ Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications -- ⋮ Iterated stochastic processes: simulation and relationship with high order partial differential equations ⋮ Iterating Brownian motions, ad libitum ⋮ Random-time isotropic fractional stable fields ⋮ Isoperimetric-type inequalities for iterated Brownian motion in \(\mathbb R^n\) ⋮ Composition of processes and related partial differential equations ⋮ Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$ ⋮ Iterated Brownian motion in parabola-shaped domains ⋮ Reconstructing a two-color scenery by observing it along a simple random walk path ⋮ Hausdorff measure of arcs and Brownian motion on Brownian spatial trees ⋮ Fractional Cauchy problems on bounded domains ⋮ Higher order PDE’s and iterated processes ⋮ Retrieving random media ⋮ High order heat-type equations and random walks on the complex plane ⋮ Stochastic velocity motions and processes with random time ⋮ Finding blocks and other patterns in a random coloring of ℤ ⋮ Brownian subordinators and fractional Cauchy problems ⋮ Correlated continuous time random walks ⋮ On the occupation time of an iterated process having no local time ⋮ Space–Time Duality for Fractional Diffusion ⋮ Iterated foldings of discrete spaces and their limits: candidates for the role of Brownian map in higher dimensions ⋮ Iterated Brownian motion ad libitum is not the pseudo-arc ⋮ From Brownian-Time Brownian Sheet to a Fourth Order and a Kuramoto–Sivashinsky-Variant Interacting PDEs Systems ⋮ Stochastic calculus for Brownian motion on a Brownian fracture ⋮ Distinguishing sceneries by observing the scenery along a random walk path ⋮ Brownian motion in a Brownian crack ⋮ Strassen theorems for a class of iterated processes ⋮ Law of the iterated logarithm for Lévy's area process composed with Brownian motion ⋮ The exit distribution for iterated Brownian motion in cones ⋮ Fluctuations of the power variation of fractional Brownian motion in Brownian time ⋮ Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
