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In the almost last three decades, there have been enormous advances in the study of random field solutions to stochastic partial differential equations (SPDEs) driven by
Keywords Brownian bridge, Brownian excursion, Brownian scaling, local time, Bessel process, zeros of Bessel functions, Riemann zeta function.. AMS subject classification 60J65,
Applying known results on weak convergence of random tree walks to Brownian excursion, we give a conceptually simpler rederivation of the Aldous-Pitman (1994) result on convergence
We show that the sizes of the (rescaled) components converge to the excursion lengths of an inhomogeneous Brownian motion, which extends results of Aldous [1] for the critical
We prove here (by showing convergence of Chen’s series) that linear stochastic differential equa- tions driven by analytic fractional Brownian motion [6, 7] with arbitrary Hurst index
We consider global geometric properties of a codimension one manifold embedded in Euclidean space, as it evolves under an isotropic and volume preserving Brownian flow
Key words: Martingale, differential subordination, orthogonal martingales, moment inequality, stochastic integral, Brownian motion, best constants.. AMS 2000 Subject
With this choice of ζ, the genealogical tree is the CRT (see [1]), and the Brownian snake can be seen as an embedding of the CRT in R d. We can now give the definition of the ISE
