Now showing items 1-5 of 5
Configurational transition in a Fleming-Viot-type model and probabilistic interpretation of Laplacian eigenfunctions
(Institute of Physics, 1996-06-07)
We analyze and simulate a two-dimensional Brownian multi-type particle system with death and branching (birth) depending on the position of particles of different types. The system is confined in the two-dimensional box, whose boundaries act as the sink of Brownian particles. The branching rate matches the death rate so that ...
No triple point of planar Brownian motion is accessible
(Institute of Mathematical Statistics, 1996-01)
We show that the boundary of a connected component of the complement of a planar Brownian path on a fixed time-interval contains almost surely no triple point of this Brownian path.
A critical case for Brownian slow points
(Springer-Verlag GmbH, 1996-01)
Let X [subscript] t be a Brownian motion and let S(c) be the set of reals r [is greather than or equal to] 0 such that |X ([subscript] r+t) − X [subscript] r| [is less than or equal to] c [square root of] t, 0 [is less than or equal to] t [is less than or equal to] h, for some h = h(r) > 0. It is known that S(c) is empty if ...
Ito formula for an asymptotically 4-stable process
(Institute of Mathematical Statistics, 1996-02)
An Ito-type formula is given for an asymptotically 4-stable process.
Eigenvalue expansions for Brownian motion with an application to occupation times
(Institute of Mathematical Statistics, 1996-01-31)
Let B be a Borel subset of R [to the power of] d with finite volume. We give an eigenvalue expansion for the transition densities of Brownian motion killed on exiting B. Let A [subscript] 1 be the time spent by Brownian motion in a closed cone with vertex 0 until time one. We show that lim [subscript] u [approaching] 0 log P ...