getdoc21d6. 741KB Jun 04 2011 12:04:10 AM
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Connes’ noncommutative Riemannian distance formula is constructed in two steps, the first one being the construction of a path-independent geometrical functional using a
There is an argument that the action of this twisted diffeomorphism can be regarded as a remnant of the classical diffeomorphism, where the change of the background
For unrestricted paths, if one assign a weight of 2 to each object (or substructure) counted by those statistics, computes the weight of each path, and then sums over the paths of
On the other hand, if the power variation is only taken along deterministic points in time, a non-exploding variation does obviously not imply that paths possess left and right
Key words: stochastic differential equations, Brownian motion, Law of the Iterated Logarithm, Motoo’s theorem, stochastic comparison principle, stationary processes,
We define the first passage bridge from 0 to λ as the Brownian motion on the time interval [0,1] conditioned to first hit λ at time 1. We show that this process may be related to
In the paper [STW], it was shown that “a Brownian motion reflected on an independent time-reversed Brownian motion is again a Brownian motion” combining the fact that the
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
