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We give a necessary and sufficient condition for a graph to be bipartite in terms of an eigenvector corresponding to the largest eigenvalue of the adjacency matrix of the graph..
Key words: Discounted optimal stopping problem, finite horizon, geometric Brownian motion, maximum process, parabolic free-boundary problem, smooth fit, normal reflection, a
So in this work we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson measure.. This is the natural extension of Hamad`ene &
Small-time asymptotic estimates of semigroups on a logarithmic scale are proved for all symmetric local Dirichlet forms on σ -finite measure spaces, which is an extension of the
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
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
the time reversed process is a drifted fractional Brownian motion, which continuously extends the one obtained in the theory of time reversal of Brownian diffusions when H = 1/2..
We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian
