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
