scientific article; zbMATH DE number 1959496

MaRDI QIDQ4416745zbMATH OpenFDO

Authors Yu. Davydov, Emmanuel Thilly

Publication date 5 August 2003

zbMATH Keywords

Gaussian processesBrownian motiondiffusion processesconvex rearrangementsalmost sure convergence of convexificationsoscillations of Brownian martingalessmoothed random processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Local time and additive functionals (60J55)

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Cited in

(5)

• Conjunction probability of smooth centered Gaussian processes
• Generalized Lorenz curves and convexifications of stochastic processes
• Convex Rearrangements of Gaussian Processes
• Convex rearrangements of Lévy processes
• Réarrangements convexes de processus stochastiques

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