ResearchWorks Archive

Browsing EPrint Collection - Mathematics by Subject "local time"

Browsing EPrint Collection - Mathematics by Subject "local time"

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  • Burdzy, Krzysztof; Bass, Richard F.; Khoshnevisan, Davar (Institute of Mathematical Statistics, 1994-04)
    For each a [is an element of the set] (0, 1/2), there exists a random measure [beta] [subscript] a which is supported on the set of points where two-dimensional Brownian motion spends a units of local time. The measure ...
  • Burdzy, Krzysztof; San Martin, Jaime (Institute of Mathematical Statistics, 1995-10)
    Suppose [epsilon] [is a member of the set] [0, 1) and let theta [subscipt epsilon] (t) = (1 − [epsilon]) [square root of] (2tln [subscript] 2 t). Let L [to the power of epsilon] [subscript] t denote the amount of local ...
  • Burdzy, Krzysztof; Chen, Zhen-Qing (Institute of Mathematical Statistics, 2001-10)
    We define a local time flow of skew Brownian motions, i.e., a family of solutions to the stochastic differential equation defining the skew Brownian motion, starting from different points but driven by the same Brownian ...
  • Burdzy, Krzysztof; Bass, Richard F. (Institute of Mathematical Statistics, 1999-01)
    We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and ...
  • Burdzy, Krzysztof; Bass, Richard F. (Elsevier, 2001-11)
    For f : [maps the set] [0, 1] [into the set of real numbers] R, we consider L ([to the power of] f [subscript] t), the local time of spacetime Brownian motion on the curve f. Let S [subscript alpha] be the class of all ...
  • Burdzy, Krzysztof; Bass, Richard F.; Chen, Zhen-Qing (Elsevier, 2005-03)
    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 ...
  • Burdzy, Krzysztof; Barlow, Martin T.; Kaspi, Haya; Mandelbaum, Avi (Institute of Mathematical Statistics, 2000-03-01)
    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 ...

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