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Special points of the Brownian net
The Brownian net, which has recently been introduced by Sun and Swart [16], and independently by Newman, Ravishankar and Schertzer [13], generalizes the Brownian web by allowing branching. In this paper, we study the structure of th...
BC - Teorie a systémy řízení
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The Brownian web, the Brownian net, and their universality
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization gives an introduction to the Brownian web and net...
Pure mathematics
- 2016 •
- C •
- Link
Rok uplatnění
C - Kapitola v odborné knize
Výsledek na webu
Fractional Brownian motion
Main topics of the document: fractional Brownian motion; stochastic integral...
BA - Obecná matematika
- 2015 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The Brownian net
The (standard) Brownian web is a collection of coalescing one-dimensional Brownian motions, starting from each point in space and time. It arises as the diffusive scaling limit of a collection of coalescing random walks. We show wit...
BA - Obecná matematika
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Fractional Brownian Motion
Main topics of the document: fractional Brownian motion; stochastic integral; parameter estimates...
BA - Obecná matematika
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Equation of the Geometric Brownian Motion and its Uniqueness
In the paper, we describe the differences that arise in the proof of uniqueness of the equation of geometric Brownian motion and geometric fractional Brownian motion. Recall that while the uniqueness of the first equation follows ea...
BA - Obecná matematika
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Path Regularity of the Brownian Motion and the Brownian Sheet
By the work of P. Levy, the sample paths of the Brownian motion are known to satisfy a certain Holder regularity condition almost surely. This was later improved smaller than those of Ciesielski and Levy, in which the sample paths of the
Pure mathematics
- 2024 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Fractional Brownian Motion and Parameter Estimation
Main topics of the document: fractional Brownian motion; fractional Ornstein-Uhlenbeck process; parameter estimation...
BA - Obecná matematika
- 2016 •
- D
Rok uplatnění
D - Stať ve sborníku
Albert Einstein and Brownian motion
Albert Einstein and Brownův pohyb...
BM - Fyzika pevných látek a magnetismus
- 2005 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The equations of stochastic nolinear oscillator driven by fractional Brownian motion
Existence of weak solutions to an equation of an n-dimensional nonlinear stochastic oscillator with a singular drift driven by a fractional Brownian motion is shown....
BA - Obecná matematika
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
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