getdoc035d. 229KB Jun 04 2011 12:04:02 AM
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Then we relate, the radial part of the d -dimensional conformal mechanics with the Klein model of the Lobachevsky space, which is completely similar to the
and Shi, Z.: An iterated logarithm law for Cauchy’s principal value of Brownian local times. In: Exponential Functionals and Principal Values Related to Brownian
Key words: Discounted optimal stopping problem, finite horizon, geometric Brownian motion, maximum process, parabolic free-boundary problem, smooth fit, normal reflection, a
We demonstrate this approach in two ways: we use it to prove that a polynomial approximation exists, reproducing the results of [FU96, U98] in the case the random walk is bounded
The expression just obtained for the distribution of coalescing Brownian motions is closely related to the formula for the transition density of the interlaced Brownian motions given
We show how a description of Brownian exponential functionals as a renewal series gives access to the law of the hitting time of a square-root boundary by a Bessel
It follows from the above considerations that, if the invariance algebra of equation ( 1 ) contains an operator of the form ( 7 ), then it is equivalent to equation ( 6 ) the
Another enduring theme of Tom’s work was exploiting the implications of invariance for spectral data. For example, on the round sphere the conformal covariance relation satisfied
