getdoc3394-2. 384KB Jun 04 2011 12:04:14 AM
Teks penuh
Garis besar
Dokumen terkait
(2007) use ingenious arguments based on ideas from differential games to show that a bounded convex planar domain cannot support any shy couplings of reflected Brownian motions if
We define the first passage bridge from 0 to λ as the Brownian motion on the time interval [0,1] conditioned to first hit λ at time 1. We show that this process may be related to
Key words: intersection local time, moderate deviations, planar, random walks, large de- viations, Brownian motion, Gagliardo-Nirenberg, law of the iterated logarithm.. AMS 2000
Indeed, it seems that case (a) should give us the right picture: in the limit, in between large events lineages perform Brownian motions on the torus of sidelength 1 due to
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position.. The derivative is a linear
At the end of this note we show that (2) is not true in three dimensions, i.e., with probability one, the cut points of two independent three dimensional simple random walks
A consequence of the weak convergence of coalescing nonsimple random walks to the Brownian web is that, for the dual one-dimensional voter model with initial condition 1’s on
Key words: Weak convergence, Bernoulli random walks, Brownian meander, bridge, ex- cursion, peaks.... } be the set of
