Image de couverture de livre

Norm-dependent Lamperti-type MAP representations of stable processes and Brownian motions in the orthant

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Kyprianou, Andreas E., Mantelos, Harry S., Rivero, Victor
Format:	Preprint
Publié:	2025
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

High-dimensional limits for reflected Brownian motion in the orthant
par: Atar, Rami
Publié: (2026)

The strong law of large numbers and a functional central limit theorem for general Markov additive processes
par: Kyprianou, Andreas E., et autres
Publié: (2025)

Probability of entering an orthant by correlated fractional Brownian motion with drift: Exact asymptotics
par: Debicki, Krzysztof, et autres
Publié: (2024)

Lamperti scaling for fractional Gaussian processes with non-stationary increments
par: Shokrollahi, Foad, et autres
Publié: (2026)

Stability of (sub)critical non-local spatial branching processes with and without immigration
par: Horton, Emma, et autres
Publié: (2024)

$α$-stable Lévy processes entering the half space or a slab
par: Kyprianou, Andreas E., et autres
Publié: (2024)

Optimal Wasserstein-$1$ distance between SDEs driven by Brownian motion and stable processes
par: Deng, Changsong, et autres
Publié: (2023)

Critical non-local spatial branching processes with infinite variance conditioned on survival
par: Cardona-Tobón, Natalia, et autres
Publié: (2025)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
par: Tan, Li, et autres
Publié: (2025)

Discrete harmonic polynomials in multidimensional orthants
par: Humbert, Emmanuel, et autres
Publié: (2025)

Total variation distance between SDEs with stable noise and Brownian motion
par: Deng, Changsong, et autres
Publié: (2024)

Strong solutions for singular SDEs driven by long-range dependent fractional Brownian motion and other Volterra processes
par: Buthenhoff, Maximilian, et autres
Publié: (2025)

Birth-death processes are time-changed Feller's Brownian motions
par: Li, Liping
Publié: (2024)

A Mimicking Theorem for processes driven by fractional Brownian motion
par: Hu, Kevin, et autres
Publié: (2024)

Matrix liberation process III: Unitary Brownian motion and martingale analysis
par: Ueda, Yoshimichi
Publié: (2026)

The level of self-organized criticality in oscillating Brownian motion: $n$-consistency and stable Poisson-type convergence of the MLE
par: Brutsche, Johannes, et autres
Publié: (2025)

Double jump in the maximum of two-type reducible branching Brownian motion
par: Ma, Heng, et autres
Publié: (2023)

The Brownian marble
par: Johnston, Samuel G. G., et autres
Publié: (2025)

Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
par: Hao, Zimo, et autres
Publié: (2024)

Chemical distance for the half-orthant model
par: Beaton, Nicholas, et autres
Publié: (2024)

Formalization of Brownian motion in Lean
par: Degenne, Rémy, et autres
Publié: (2025)

Two-dimensional Brownian motion with dependent components: turning angle analysis
par: Balcerek, Michał, et autres
Publié: (2024)

Geometric functionals of Brownian motion on Hermitian symmetric spaces of non-compact type
par: Baudoin, Fabrice, et autres
Publié: (2026)

Large deviations for the maximum of a reducible two-type branching Brownian motion
par: He, Hui
Publié: (2024)

On the finiteness of the group associated with weighted walks in multidimensional orthants
par: Price, Andrew Elvey, et autres
Publié: (2025)

From snapping out Brownian motions to Walsh's spider processes on star-like graphs
par: Bobrowski, Adam, et autres
Publié: (2024)

Gaussian-type density estimates for mixed SDEs driven by correlated fractional Brownian motions
par: Buthenhoff, Maximilian, et autres
Publié: (2025)

Besov-Orlicz moduli of Brownian motion and polygonal partial sum processes
par: Mies, Fabian
Publié: (2026)

Additive martingales of the branching Brownian motion
par: Chataignier, Louis
Publié: (2024)

On the slow points of fractional Brownian motion
par: Khoshnevisan, Davar, et autres
Publié: (2026)

Enumeration of walks in multidimensional orthants and reflection groups
par: Gohier, Léa, et autres
Publié: (2025)

Uniqueness for the Skorokhod problem in an orthant: critical cases
par: Bass, Richard F., et autres
Publié: (2024)

Euler-Maruyama method for distribution dependent stochastic differential equation driven by multiplicative fractional Brownian motion
par: Shen, Guangjun, et autres
Publié: (2025)

An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise
par: Liu, Tongxuan, et autres
Publié: (2025)

On the theory of relativistic Brownian motion
par: Kurianovich, E. A., et autres
Publié: (2024)

Quasi-stationarity of the Dyson Brownian motion with collisions
par: Guillin, Arnaud, et autres
Publié: (2025)

Parameter estimation of integrated fractional Brownian motion
par: Mastrogiovanni, Marco, et autres
Publié: (2025)

Edge homogenization of Dyson Brownian motion and applications
par: Landon, Benjamin, et autres
Publié: (2025)

On the distribution of the time-integral of the geometric Brownian motion
par: Nandori, Peter, et autres
Publié: (2022)

Uniform in time modulus of continuity of Brownian motion
par: Chevallier, Julien
Publié: (2023)