doorgaan naar inhoud
Perturbed Brownian motions
SluitenVoorbeeldweergave van dit item
Bezig met controle...

Perturbed Brownian motions

Auteur: Mihael Perman; Wendelin Werner
Editie/Formaat:   Artikel : Engels
Publicatie:Probability theory and related fields, št. 3, Let. 108 (1997), str. 357-383
Database:WorldCat
Samenvatting:
Članek obravnava stohastični proces, ki ga dobimo, če standardno Brownovo gibanje perturbiramo, ko doseže maksimum ali minimum, in sicer tako, da v tistem trenutku dodamo dušenje, ki Brownovo gibanje ali potiska od izhodišča ali proti izhodišču. Najprej je dokazana eksistenca takega procesa, potem pa so obravnavane njegove lastnosti. Nazadnje obravnavamo še lastnosti trajektorij perturbiranega Brownovega
Beoordeling:

(nog niet beoordeeld) 0 met beoordelingen - U bent de eerste

Onderwerpen
Meer in deze trant

 

&AllPage.SpinnerRetrieving;

Zoeken naar een in de bibliotheek beschikbaar exemplaar

&AllPage.SpinnerRetrieving; Bibliotheken met dit item worden gezocht…

Details

Soort document: Artikel
Alle auteurs / medewerkers: Mihael Perman; Wendelin Werner
ISSN:0178-8051
OCLC-nummer: 438457956
Beschrijving: str. 357-383.
Verantwoordelijkheid: Mihael Perman, Wendelin Werner.

Fragment:

Članek obravnava stohastični proces, ki ga dobimo, če standardno Brownovo gibanje perturbiramo, ko doseže maksimum ali minimum, in sicer tako, da v tistem trenutku dodamo dušenje, ki Brownovo gibanje ali potiska od izhodišča ali proti izhodišču. Najprej je dokazana eksistenca takega procesa, potem pa so obravnavane njegove lastnosti. Nazadnje obravnavamo še lastnosti trajektorij perturbiranega Brownovega gibanja npr. Hausdorffova dimenzija točk mnogoterosti.

We study "perturbed Brownian motions", that can be, loosely speaking, describes as follows: they behave exactly as linear Brownian motion except they hit their maximum or minimum where they get an extra "push". We define with no restrictions on the perturbation parameters a process which has this property and show that its law is unique within a certain "natural class" of processes. In the case where both perturbations (at the maximum and at the minimum) are self-repelling, we show that in fact, moer is true: Such a process can almost surely be constructed from Brownian paths by a one-to-one measurable transformation. This generalizes some results of Carmona-Petit-Yor and Davis. We also derive some fine properties of perturbed Brownian motions (Hausdorff dimension of points of monotonicity for example).

Beoordelingen

Beoordelingen door gebruikers
Beoordelingen van GoodReads worden opgehaald...
Bezig met opvragen DOGObooks-reviews...

Tags

U bent de eerste.
Bevestig deze aanvraag

Misschien heeft u dit item reeds aangevraagd. Selecteer a.u.b. Ok als u toch wilt doorgaan met deze aanvraag.

Gekoppelde data


<http://www.worldcat.org/oclc/438457956>
library:oclcnum"438457956"
library:placeOfPublication
rdf:typeschema:Article
schema:about
schema:about
schema:author
schema:author
schema:datePublished"1997"
schema:description"Članek obravnava stohastični proces, ki ga dobimo, če standardno Brownovo gibanje perturbiramo, ko doseže maksimum ali minimum, in sicer tako, da v tistem trenutku dodamo dušenje, ki Brownovo gibanje ali potiska od izhodišča ali proti izhodišču. Najprej je dokazana eksistenca takega procesa, potem pa so obravnavane njegove lastnosti. Nazadnje obravnavamo še lastnosti trajektorij perturbiranega Brownovega gibanja npr. Hausdorffova dimenzija točk mnogoterosti."
schema:description"We study "perturbed Brownian motions", that can be, loosely speaking, describes as follows: they behave exactly as linear Brownian motion except they hit their maximum or minimum where they get an extra "push". We define with no restrictions on the perturbation parameters a process which has this property and show that its law is unique within a certain "natural class" of processes. In the case where both perturbations (at the maximum and at the minimum) are self-repelling, we show that in fact, moer is true: Such a process can almost surely be constructed from Brownian paths by a one-to-one measurable transformation. This generalizes some results of Carmona-Petit-Yor and Davis. We also derive some fine properties of perturbed Brownian motions (Hausdorff dimension of points of monotonicity for example)."
schema:exampleOfWork<http://worldcat.org/entity/work/id/324353302>
schema:inLanguage"en"
schema:isPartOf
<http://worldcat.org/issn/0178-8051>
rdf:typeschema:Periodical
rdfs:label"Probability theory and related fields"
schema:description"Berlin ; Heidelberg ; New York ; Tokyo : Springer, 1986-"
schema:issn"0178-8051"
schema:name"Perturbed Brownian motions"
schema:pagination"št. 3, Let. 108 (1997), str. 357-383"
wdrs:describedby

Content-negotiable representations

Venster sluiten

Meld u aan bij WorldCat 

Heeft u geen account? U kunt eenvoudig een nieuwe gratis account aanmaken.