getdocb417. 202KB Jun 04 2011 12:04:52 AM
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We show that the Langevin equation with fractional Brownian mo- tion noise also has a stationary solution and that the decay of its auto-covariance function is like that of a
To formulate the resulting continuity estimate for the conditional probabilities we don’t need any a priori metric structure on the local-spin spaces: The natural metric on
We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting
A proof of the increase in maturity of the expectation of a convex function of the arithmetic average of geometric brownian motion. Making Markov martingales meet marginals:
Nualart: Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H in (0,1/2), preprint.. Victoir, Good Rough Path Sequences
This process is defined exactly as the one-dimensional Brownian snake, except that the spatial motion is this time a δ-dimensional Bessel process (absorbed or reflected at 0; this
This result has consequences for the Hausdorff dimension of the frontier of planar Brownian motion, and also for the Hausdorff dimension of the set of cut-points of planar
Thus we have a coupling based proof of the n log n + O ( n ) mixing time bound for the lazy random walk against a Cayley adversary.. This also works against a holomorphic adversary,
