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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-
Now return to the probability in the integrand in the last line in (11) and recall the well-known property of Brownian bridges that conditioning a Brownian motion on its arrival at
So in this work we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson measure.. This is the natural extension of Hamad`ene &
We prove that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean.. We show that
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
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
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
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
