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Keywords : fractional Brownian motion, function series expansion, rate of convergence, Gamma-mixed Ornstein–Uhlenbeck process.. AMS subject classification:
Submitted: December 24, 2005 Accepted in Final Form: December 29, 2005 AMS 2000 Subject classification: 60F05. Keywords: Domain of attraction, self–normalized sums,
Key words: Spatial coagulation model; post-gelation behavior; stochastic particle systems AMS 2000 Subject Classification: Primary 60K40.. Submitted to EJP on June 2 2006, final
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
Submitted December 22, 2007, accepted in final form June 10, 2008 AMS 2000 Subject classification: primary 60G17, secondary 60G05, 60G44 Keywords: game-theoretic probability,
It follows from our Theorem 2.1 that the limit results proved for heights and (or) lengths of excursions for the case of Brownian motion remain valid for similar quantities of
Key words: Interacting Brownian motions, Brownian intersection local times, large deviations, occupation measure, Gross-Pitaevskii formula.. AMS 2000 Subject Classification:
Key words: Exit place of Brownian motion, parabolic-type domain, horn-shaped domain, h - transform, Green function, harmonic measure.. AMS 2000 Subject Classification:
