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Browsing Mathematics, Department of by Subject "Brownian paths"

Browsing Mathematics, Department of by Subject "Brownian paths"

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  • Burdzy, Krzysztof; Nualart, David (Springer-Verlag GmbH, 2002-04)
    We study Brownian motion reflected on an "independent" Brownian path. We prove results on the joint distribution of both processes and the support of the parabolic measure in the space-time domain bounded by a Brownian ...
  • Burdzy, Krzysztof (Springer-Verlag GmbH, 1989)
    Let A be the set of all points of the plane C, visited by two-dimensional Brownian motion before time 1. With probability 1, all points of A are "twist points" except a set of harmonic measure zero. "Twist points" may be ...

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