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Existence and uniqueness of SPDEs driven by time and space Poisson random measure were considered by, among others, Applebaum and Wu [2], Bi´e [8], Knoche [30], Mueller [34], and
Key words: Long memory (Long range dependence), Fractional Brownian motion, Fractional Ornstein-Uhlenbeck process, Exponential process, Burkholder-Davis-Gundy inequalities..
By Skorokhod embedding of mean zero, finite variance random variables in Brownian motion, there is a stopping time τ such that for any standard Brownian motion (i.e., starting
Brownian motion, fine topology, local maxima, optional
Our main subjects in the present paper are divergence formulae for two types of Wiener spaces consisting of a Brownian motion starting from zero and a pinned Brownian motion
The radial projection of a Brownian motion started at the origin and run for unit time in d dimensions defines a random occupation measure on the sphere S d− 1.. Can we determine
We prove here (by showing convergence of Chen’s series) that linear stochastic differential equa- tions driven by analytic fractional Brownian motion [6, 7] with arbitrary Hurst index
Key words: Exit place of Brownian motion, parabolic-type domain, horn-shaped domain, h - transform, Green function, harmonic measure.. AMS 2000 Subject Classification:
