Cover Image

Convoluted Brownian motion: a semimartingale approach

Saved in:

Bibliographic Details
Date:	2016
Main Authors:	S. Roelly, P. Vallois
Format:	Article
Language:	English
Published:	2016
Series:	Theory of Stochastic Processes
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0000725871
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Similar Items

An isonormal process associated with a Brownian motion
by: A. A. Dorohovtsev, et al.
Published: (2022)

From Brownian motion to molecular simulations
by: A. Rovenchak, et al.
Published: (2018)

A direct proof of the reflection principle for Brownian motion
by: S. J. Dilworth, et al.
Published: (2016)

On a Brownian motion conditioned to stay in an open set
by: G. V. Riabov
Published: (2020)

Nonlinear Brownian motion – mean square displacement
by: Ebeling, W.
Published: (2004)

Fractional Brownian motion in financial engineering models
by: V. S. Yanishevskyi, et al.
Published: (2023)

Adiabatic temperature control of the direction of motion of a Brownian motor
by: T. E. Korochkova, et al.
Published: (2020)

Motion reversal modeling for a Brownian particle affected by nonequilibrium fluctuations
by: A. D. Terets, et al.
Published: (2020)

The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions
by: Bratyk, M., et al.
Published: (2008)

On differentiability of solution to stochastic differential equation with fractional Brownian motion
by: Mishura, Yu.S., et al.
Published: (2007)

The Brownian motion process with generalized diffusion matrix and drift vector
by: Kopytko, B.I., et al.
Published: (2008)

Interval estimation of the fractional Brownian motion parameter in a model with measurement error
by: O. O. Synyavska
Published: (2016)

Brownian motion in a euclidean space with a membrane located on a given hyperplane
by: B. I. Kopytko, et al.
Published: (2022)

Role of Brownian motion and Neel relaxations in Mossbauer spectra of magnetic liquids
by: A. Y. Dzyublik, et al.
Published: (2024)

Anomalous Brownian motion of colloidal particle in a nematic environment: effect of the director fluctuations
by: Turiv, T., et al.
Published: (2015)

Convergence of skew Brownian motions with local times at several points that are contracted into a single one
by: I. H. Krykun
Published: (2016)

Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times
by: A. V. Rudenko
Published: (2014)

Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
by: S. Ibrahim, et al.
Published: (2022)

Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process
by: Mishura, Y., et al.
Published: (2007)

Effects of Brownian motions on electrical conductivity and optical transparency of two-dimensional films filled by needle-like particles
by: L. O. Mazur, et al.
Published: (2019)

Effects of Brownian motions on electrical conductivity and optical transparency of two-dimensional films filled by needle-like particles
by: L. O. Mazur, et al.
Published: (2019)

Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
by: Banna, O., et al.
Published: (2008)

On properties of Brownian reflecting flow in a wedge
by: A. Pilipenko
Published: (2011)

Inertial reciprocating brownian motor
by: T. E. Korochkova, et al.
Published: (2014)

Molecular rotor as a high-temperature Brownian motor
by: Ye. Tsomyk, et al.
Published: (2016)

Sawtooth potential model in the theory of a brownian motors
by: T. E. Korochkova, et al.
Published: (2015)

On a problem of system identification with additive fractional Brownian field
by: E. N. Derieva, et al.
Published: (2016)

Brownian particle in non-equilibrium plasma
by: Lev, B.I., et al.
Published: (2009)

Characterization of regular convolutions
by: Sagi, Sankar
Published: (2018)

Piecewise-linear approximation of the potential relief of a brownian motors
by: T. E. Korochkova
Published: (2017)

Theoretical problem of stability of brownian disperse systems
by: N. A. Mishchuk
Published: (2011)

Evolution of moments of isotropic Brownian stochastic flows
by: V. V. Fomichov
Published: (2015)

Improved Decoding Algorithms for Convolutional Codes
by: K. P. Sosnenko
Published: (2024)

Middle Convolution and Heun's Equation
by: Takemura, K.
Published: (2009)

Space-time symmetry of brownian motors controlled by a dichotomous process
by: T. E. Korochkova, et al.
Published: (2019)

One-sided broadening of frequency dependence of the velocity of a Brownian motor
by: N. G. Shkoda, et al.
Published: (2019)

Brownian motion, electrophoresis, chromatography, and macromolecular chemistry: how it all unites Nobel laureates of the first half of the 20th century - T. Svedberg, A. Tiselius, R. Synge and H. Staudinger
by: M. V. Hryhorieva, et al.
Published: (2019)

Ukrainian dactyl alphabet gesture recognition using convolutional neural networks with 3D convolutions
by: S. S. Kondratiuk
Published: (2019)

Convolution equation with a kernel represented by gamma distributions
by: A. G. Barsegjan
Published: (2014)

Exact analytical solutions in the theory of brownian motors and pumps
by: T. E. Korochkova, et al.
Published: (2012)