Discrete Approximations to Time-changed Brownian Motions

dc.contributor.advisorChen, Zhen-Qing
dc.contributor.authorYu, Yang
dc.date.accessioned2024-10-16T03:16:02Z
dc.date.issued2024-10-16
dc.date.submitted2024
dc.descriptionThesis (Ph.D.)--University of Washington, 2024
dc.description.abstractWe give a general discrete approximation scheme of time-changed Brownian motions on $\mathbb{R}^d$. Our approximation scheme works for any smooth measure with full quasi-support on $\mathbb{R}^d$ with suitable initial distributions. Under some mild conditions on the smooth measure, the discrete approximation scheme works for every starting point.
dc.embargo.lift2025-10-16T03:16:02Z
dc.embargo.termsRestrict to UW for 1 year -- then make Open Access
dc.format.mimetypeapplication/pdf
dc.identifier.otherYu_washington_0250E_27438.pdf
dc.identifier.urihttps://hdl.handle.net/1773/52564
dc.language.isoen_US
dc.rightsCC BY-NC-ND
dc.subjectMathematics
dc.subject.otherMathematics
dc.titleDiscrete Approximations to Time-changed Brownian Motions
dc.typeThesis

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