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[PDF] Top 20 Convergence to a self-normalized G-Brownian motion

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Convergence to a self-normalized G-Brownian motion

Convergence to a self-normalized G-Brownian motion

... of G-Brownian motion is that its quadratic variation pro- cess is also a continuous process with independent and stationary increments, and thus can still be regarded as a Brownian ... See full document

25

Renormalized self intersection local time of bifractional Brownian motion

Renormalized self intersection local time of bifractional Brownian motion

... the self-intersection local time of bifractional Brownian motion has already been researched by few ...the self-intersection local time of bifractional Brownian ...of ... See full document

20

A General Law of Complete Moment Convergence for Self Normalized Sums

A General Law of Complete Moment Convergence for Self Normalized Sums

... precise asymptotics of the infinite sums as ε 0. Moreover, Gut and Sp˘ataru 9, 10 studied the precise asymptotics of the law of the iterated logarithm and the precise asymptotics for multidimensionally indexed random ... See full document

11

An approximation to the subfractional Brownian sheet using martingale differences

An approximation to the subfractional Brownian sheet using martingale differences

... subfractional Brownian motion has been studied since the works of Del- gado and Jolis ...of convergence for subfractional Brownian motion by means of transport ...weak ... See full document

9

Strong convergence of the split step θ method for stochastic age dependent capital system with Poisson jumps and fractional Brownian motion

Strong convergence of the split step θ method for stochastic age dependent capital system with Poisson jumps and fractional Brownian motion

... the convergence of Euler method for a class of stochastic age-dependent capital systems with random jump magnitudes and Markovian switching [2, ...standard Brownian motion because of the imperfection ... See full document

20

Brownian motion and the distance to a submanifold

Brownian motion and the distance to a submanifold

... That a Ricci curvature lower bound implies stochastic completeness was originally proved by Yau in [27], as mentioned earlier. This was extended by Ichihara in [15] and Hsu in [13] to allow the Ricci curvature to grow in ... See full document

25

Strong Local Non Determinism of Sub Fractional Brownian Motion

Strong Local Non Determinism of Sub Fractional Brownian Motion

... fractional Brownian motion (fBm for short) is the best known and most used process with long-dependence property for models in telecommunications, turbulence, image processing and ...The ... See full document

6

Central limit theorems and suppression of anomalous diffusion for systems with symmetry

Central limit theorems and suppression of anomalous diffusion for systems with symmetry

... It is by now well-understood that statistical limit laws such as the central limit theo- rem (CLT) and corresponding invariance principles (convergence to Brownian motion) hold for large classes of ... See full document

24

Hausdorff measure of arcs and Brownian motion on Brownian spatial trees

Hausdorff measure of arcs and Brownian motion on Brownian spatial trees

... the convergence of reduced subtrees de- duced in the above proof is intrinsically linked with the convergence of ...normalised Brownian excursion; we will prove the corresponding annealed version in ... See full document

30

On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G Brownian motion

On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G Brownian motion

... by G-Brownian mo- tion (G-NSFDEs) with Lipschitz and non-Lipschitz conditions was, respectively, studied by Faiz [4] and Faiz et ...to G- NSFDEs with Markovian switching [13] and the ... See full document

16

Weak convergence of the complex fractional Brownian motion

Weak convergence of the complex fractional Brownian motion

... Statistics and econometrics have made great progress in the last two decades. It became necessary to study the distributions or the asymptotic distributions of some complex statistics, so the weak convergence of a ... See full document

18

A law of iterated logarithm for the subfractional Brownian motion and an application

A law of iterated logarithm for the subfractional Brownian motion and an application

... other self-similar Gaussian processes (see, for example, Norvaiša [8], Tudor and Xiao [12], and Yan et ...for self-similar Gaussian processes which do not have stationary ... See full document

18

On the Computation of the Hausdorff Dimension of the Walrasian Economy: Addendum

On the Computation of the Hausdorff Dimension of the Walrasian Economy: Addendum

... There are two categories of fractals, namely deterministic and random (see Falconer, 1985 for a list). Which one is ours? Some space-filling curves are deterministic fractals as the Gosper curve; others are ran- dom or ... See full document

15

Extremes of a(t)-locally stationary Gaussian random fields

Extremes of a(t)-locally stationary Gaussian random fields

... fractional Brownian motion (fBm) appears in the definition of the Pickands constant, see ...the self-similarity property characterizes fBm in the class of Gaussian processes, can be a severe ... See full document

23

Coupling time distribution asymptotics for some couplings of the Lévy stochastic area

Coupling time distribution asymptotics for some couplings of the Lévy stochastic area

... the rˆole played by the Morse–Thue sequence for iterated time-integrals (Kendall and Price, 2004). Moreover it is possible to generalize the in- variance considerations underlying (3.4) for the areal difference, so as to ... See full document

19

Some Important Properties of Multiple G Itô Integral in the G Expectation Space

Some Important Properties of Multiple G Itô Integral in the G Expectation Space

... Our future efforts will focus on introducing the properties of Stratonovich integral driven by multi-dimensional G-Brownian motion, and exploring the relationship between Stratonovich in[r] ... See full document

8

Survival Model Inference Using Functions of Brownian Motion

Survival Model Inference Using Functions of Brownian Motion

... a Brownian motion ...the Brownian bridge, integrated Brownian motion and reflected Brownian motion, proc- esses which will be useful under particular alternative to the ... See full document

11

A Dynamic Cournot Model with Brownian Motion

A Dynamic Cournot Model with Brownian Motion

... In this paper, our goal is to extend the dynamic Cournot model to include management errors. Brownian mo- tion is used to model these behavioral errors. To our knowledge, we are the first to incorporate ... See full document

11

Differentiable approximations to Brownian motion on manifolds

Differentiable approximations to Brownian motion on manifolds

... University of Warwick institutional repository: http://go.warwick.ac.uk/wrap A Thesis Submitted for the Degree of PhD at the University of Warwick http://go.warwick.ac.uk/wrap/3949 This [r] ... See full document

118

Brownian Motion in Polymer and Surfactant Solutions

Brownian Motion in Polymer and Surfactant Solutions

... viscous region simply being outside the experimental frequency range at the higher temperatures. At the highest accessible frequencies G” is divergent at all temperatures just as was observed for G’. Most ... See full document

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