Pages that link to "Item:Q4765828"
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The following pages link to On the Random Walk and Brownian Motion (Q4765828):
Displayed 14 items.
- Diffusions as a limit of stretched Brownian motions (Q795410) (← links)
- Stochastic integration based on simple, symmetric random walks (Q1014051) (← links)
- On strong invariance for local time of partial sums (Q1068455) (← links)
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk (Q1429105) (← links)
- On dynamic investment strategies (Q1583162) (← links)
- The average density of the path of planar Brownian motion (Q1805748) (← links)
- Strong approximation of fractional Brownian motion by moving averages of simple random walks. (Q1879522) (← links)
- Self-intersection local time of planar Brownian motion based on a strong approximation by random walks (Q1930530) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- An exponential functional of random walks (Q4435683) (← links)
- Approximation of transport process by transport chain (Q5571419) (← links)
- Sojourn Times and the Exact Hausdorff Measure of the Sample Path for Planar Brownian Motion (Q5730538) (← links)
- Random Walks and A Sojourn Density Process of Brownian Motion (Q5730540) (← links)