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The boundary dimension of B [0 , 1] is the Hausdorff dimension of the “frontier” of Brownian motion, where the frontier of planar Brownian motion is t he boundary of the un-
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
Brownian motion, fine topology, local maxima, optional
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
GUE, eigenvalues of random matrices, Hermitian Brownian motion, non-colliding Brownian motions, Weyl chamber, queues in series, Burke’s theorem, reversibility, Pitman’s representa-
Key words: multitype measure-valued branching processes; conditioned Dawson-Watanabe process; critical and subcritical Dawson-Watanabe process; conditioned Feller diffusion; re-
Abstract The limit process of aggregational models—(i) sum of random coefficient AR(1) processes with independent Brownian motion (BM) inputs and (ii) sum of AR(1) processes with
