getdoc4d91. 366KB Jun 04 2011 12:04:22 AM
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The knowledge of the contact graphs of these substitutions enables us to establish an explicit formula for the Hausdorff dimension of the boundary of the associated Rauzy fractals
Keywords: Key words: Lipschitz domains, Neumann problem, reflecting Brownian motion, mixed boundary problem, Skorokhod equation, weak uniqueness, uniqueness in law,
In this paper we obtain sharp bounds for the Green function and jumping function of a sub- ordinate killed Brownian motion in a bounded C 1 , 1 domain, where the subordinating
By Skorokhod embedding of mean zero, finite variance random variables in Brownian motion, there is a stopping time τ such that for any standard Brownian motion (i.e., starting
In a first step, we show that the small deviation problem of processes that are subordinated to Brownian motion (or more generally, to a strictly β -stable Lévy process) are
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..
A closed formula for the mean of a maximum likelihood estimator associated with the Brownian bridge is obtained; the exact relation with that of the Brownian motion is
