Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol89.Issue2.2000:
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Using integration with respect to the local time Wolf (1997) established an exten- sion of Itˆo’s formula for semimartingales and absolutely continuous functions with derivative in L
i.e. intervals in 1-D, are closed intervals so that touching grains have an end-point in common.) To see this, observe that any point t ∈ U is not covered because the grains
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),
In this section, we prove a class of lower bounds for 1 ( L ) and an upper bound of the Cheeger’s constant for a reversible Markov chain (discrete or continuous time) on R n
