Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol87.Issue1.2000:
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In this section, we will prove a large deviation principle of an average form for the Brownian motion on conguration space.. We assume, for example, the
We establish several methods for constructing stationary self-similar random elds (ssf ’s) on the integer lattice by “random wavelet expansion”, which stands for representation
We study a discrete time Markov process with particles being able to perform discrete time random walks and create new particles, known as branching random walk (BRW).. We suppose
We study an innite system of Brownian hard balls, moving in R d and submitted to a smooth innite range pair potential. It is represented by a diusion process, which is constructed
random variables n ; n are in the domain of attraction of an -stable random variable, the limit is the complex harmonizable fractional stable motion (Pipiras and Taqqu, 2000c),
We show that for a large class of Levy processes, which include the symmetric stable processes and stable subordinators, a capacitary modulus for the range of the process is given
It turns out that in this one-dimensional situation the (additional) mass production at a single point is enough to guarantee that the process does not exhibit local extinction
A stochastic cash management system is studied in which the cash flow is modeled by the superposition of a Brownian motion with drift and a compound Poisson process with positive
