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Key words: intersection local time, moderate deviations, planar, random walks, large de- viations, Brownian motion, Gagliardo-Nirenberg, law of the iterated logarithm.. AMS 2000
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
Recall that the excursions of the reflecting Brownian motion ξ from zero determine a family of rooted trees to which we add marks according to a Poisson point process of intensity 2
The radial projection of a Brownian motion started at the origin and run for unit time in d dimensions defines a random occupation measure on the sphere S d− 1.. Can we determine
Keywords and phrases: Level crossings, fractional Brownian motion, limit theo- rem, local time, rate of convergence.. AMS subject classification (2000): Primary 60F05; Secondary
Keywords: Brownian motion, random time change, exit boundary, local time, additive func- tional, stochastic differential equation, Khas’minskii’s lemma, spectrally negative
Keywords: Total variation distance; Non-central limit theorem; Fractional Brownian motion; Hermite power variation; Multiple stochastic integrals; Hermite random
