Browsing Mathematics, Department of by Title
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Uniqueness for reflecting Brownian motion in lip domains
(Elsevier, 200503)A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove strong existence and pathwise uniqueness for the solution X = {X [subscript] t, t [is less than or equal to] 0} to the ... 
Variably skewed Brownian motion
(Institute of Mathematical Statistics, 20000301)Given a standard Brownian motion B, we show that the equation X [subscript] t = x [subscript] 0 + B [subscript] t + [beta](L [to the power of X] [subscript] t ); t [is greater than or equal to] 0 ; has a unique strong ... 
Variation of iterated Brownian motion
(American Mathematical Society, 1994)In this paper, we study higher order variations of iterated Brownian motion (IBM) with view towards possible applications to the construction of the stochastic integral with respect to IBM. We prove that the 4th variation ... 
Weak convergence of reflecting Brownian motions
(Institute of Mathematical Statistics, 19980523)We will show that if a sequence of domains D [subscript] k increases to a domain D then the reflected Brownian motions in D [subscript] k's converge to the reflected Brownian motion in D, under mild technical assumptions. ... 
What symmetry groups are present in the Alhambra?
(American Mathematical Society, 2006)The question which of the seventeen wallpaper groups are represented in the fabled ornamentation of the Alhambra has been raised and discussed quite often, with widely diverging answers. Some of the arguments from these ...