Image de couverture de livre

Asymptotic distribution of the derivative of the taut string accompanying Wiener process

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Lifshits, Mikhail, Podchishchailov, Andrei
Format:	Preprint
Publié:	2024
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Estimates of $mm$-entropy of a stable Lévy process
par: Khamzin, Viktor, et autres
Publié: (2026)

Brownian motion conditioned to have restricted $L_2$-norm
par: Aurzada, Frank, et autres
Publié: (2023)

Wiener distribution on holonomy groups
par: Zhang, Yuguang
Publié: (2025)

The "pits effect" for entire functions of exponential type and the Wiener spectrum
par: Benatar, Jacques, et autres
Publié: (2019)

The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
par: Döring, Leif, et autres
Publié: (2023)

Fractional Wiener Chaos
par: Boguslavskaya, Elena, et autres
Publié: (2023)

A Transience Criterion for Uniformly Bounded Markov Chains with Asymptotically Zero Mean Drift
par: Tudor, Dan Andrei
Publié: (2025)

Limit theorems for the Wiener process with resetting
par: Logachov, A. V., et autres
Publié: (2025)

Asymptotic analysis in problems with fractional processes
par: Chigansky, P., et autres
Publié: (2024)

Edgeworth expansion on Wiener chaos
par: Mansanarez, Paul, et autres
Publié: (2025)

Asymptotic formulas for products of Poisson distributions
par: Chvoinikov, Džiugas, et autres
Publié: (2026)

Asymptotic behavior of spatio-temporal point processes of exceedances
par: Forster, Carolin, et autres
Publié: (2026)

Asymptotic behaviors of subcritical branching killed Lévy processes
par: Ren, Yan-Xia, et autres
Publié: (2025)

Quadratic Wiener functionals -- transformations and quadratic forms
par: Taniguchi, Setsuo
Publié: (2026)

Asymptotic stability and mean ergodicity of Feller processes on Polish spaces
par: Liu, Ziyu, et autres
Publié: (2025)

Sample Path Properties of the Fractional Wiener--Weierstrass Bridge
par: Schied, Alexander, et autres
Publié: (2024)

Fine properties of fractional Brownian motions on Wiener space
par: Li, Jiawei, et autres
Publié: (2018)

Transformations of order one and quadratic forms on Wiener spaces
par: Taniguchi, Setsuo
Publié: (2025)

New representations of the Hu-Meyer formulas and series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process
par: Kuznetsov, Dmitriy F.
Publié: (2025)

On the minimal integral energy of majorants of the Wiener process
par: Nikitin, S. E.
Publié: (2025)

Censored fractional Bernstein derivatives and stochastic processes
par: Li, Cailing
Publié: (2024)

Asymptotic analysis on narrow tubes: narrow escape problems and diffusion processes
par: Hsu, Wen-Tai
Publié: (2025)

Asymptotics for irregularly observed long memory processes
par: Ould-Haye, Mohamedou, et autres
Publié: (2024)

On questions of uniqueness for the vacant set of Wiener sausages and Brownian interlacements
par: Mu, Yingxin, et autres
Publié: (2023)

Proof of the polar decomposition of the Wiener measure
par: Belokurov, V. V., et autres
Publié: (2025)

Fractional derivatives of local times for some Gaussian processes
par: Hong, Minhao, et autres
Publié: (2024)

Asymptotics of higher-order conditional tail moments for convolution-equivalently distributed losses
par: Chen, Zhangting, et autres
Publié: (2025)

Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process
par: Chen, Xinxin, et autres
Publié: (2025)

Estimates of stability with respect to the number of summands for distributions of successive sums of independent identically distributed vectors
par: Zaitsev, Andrei Yu.
Publié: (2023)

Extrinsic derivatives for SDEs and SPDEs with distribution dependent noise
par: Ma, Xiaochen, et autres
Publié: (2026)

Asymptotics of Green functions for Markov-additive processes: an approach via dyadic splitting of integrals
par: Ballu, Théo
Publié: (2024)

New Constructions of Cubature Formulas on Wiener Space
par: Herschell, Timothy
Publié: (2025)

Asymptotics of the real eigenvalue distribution for the real spherical ensemble
par: Forrester, Peter J.
Publié: (2025)

The Chvátal-Sankoff problem: Understanding random string comparison through stochastic processes
par: Tiskin, Alexander
Publié: (2022)

Yamada-Watanabe uniqueness results for SPDEs driven by Wiener and pure jump processes
par: Fahim, Kistosil, et autres
Publié: (2025)

A new proof of the expansion of iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials
par: Kuznetsov, Dmitriy F.
Publié: (2023)

Wiener densities for the Airy line ensemble
par: Dauvergne, Duncan
Publié: (2023)

Asymptotic expansion for the Hartman-Watson distribution
par: Pirjol, Dan
Publié: (2020)

Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme
par: Panloup, Fabien, et autres
Publié: (2023)

On the multipoint distribution formulas of the parabolic Airy process
par: Liu, Zhipeng, et autres
Publié: (2025)