On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval
UDC 519.21 We establish the rate of weak convergence in the fractional step method for the Arratia flow in terms of the Wasserstein distance between the images of the Lebesque measure under the action of the flow. We introduce finite-dimensional densities that describe sequences of collisions in the...
Saved in:
| Date: | 2020 |
|---|---|
| Main Authors: | Dorogovtsev, A. A., Vovchanskii, M. B. |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2020
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/6279 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: | |
Institution
Ukrains’kyi Matematychnyi ZhurnalSimilar Items
On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval
by: A. A. Dorogovtsev, et al.
Published: (2020)
by: A. A. Dorogovtsev, et al.
Published: (2020)
Iterated Logarithm Law for Sizes of Clusters in Arratia flow
by: A. A. Dorogovtsev, et al.
Published: (2012)
by: A. A. Dorogovtsev, et al.
Published: (2012)
On self-intersection local times for generalized Brownian bridges and the distance between step functions
by: A. A. Dorogovtsev, et al.
Published: (2015)
by: A. A. Dorogovtsev, et al.
Published: (2015)
Interval estimation of the fractional Brownian motion parameter in a model with measurement error
by: O. O. Synyavska
Published: (2016)
by: O. O. Synyavska
Published: (2016)
Arbitrage with fractional brownian motion?
by: Bender, C., et al.
Published: (2007)
by: Bender, C., et al.
Published: (2007)
Step-by-step averaging for linear differential inclusions of variable dimension over a bounded interval
by: A. A. Plotnikov
Published: (2017)
by: A. A. Plotnikov
Published: (2017)
Smoothing Problem in Anticipating Scenario
by: Dorogovtsev A.A.
Published: (2005)
by: Dorogovtsev A.A.
Published: (2005)
One version of the clark representation theorem for arratia flows
by: Dorogovtsev, A.A.
Published: (2005)
by: Dorogovtsev, A.A.
Published: (2005)
Conditioning of Gaussian functionals and orthogonal expansion
by: Dorogovtsev, A.A.
Published: (2007)
by: Dorogovtsev, A.A.
Published: (2007)
An isonormal process associated with a Brownian motion
by: A. A. Dorohovtsev, et al.
Published: (2022)
by: A. A. Dorohovtsev, et al.
Published: (2022)
Step by Step Perturbation of Discrete Models of Immunology
by: S. V. Baranovskyi, et al.
Published: (2022)
by: S. V. Baranovskyi, et al.
Published: (2022)
Geometric entropy in Banach spaces
by: A. Dorogovtsev, et al.
Published: (2014)
by: A. Dorogovtsev, et al.
Published: (2014)
Fractional Brownian motion in financial engineering models
by: V. S. Yanishevskyi, et al.
Published: (2023)
by: V. S. Yanishevskyi, et al.
Published: (2023)
Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions
by: Krvavich, Yu. V., et al.
Published: (2001)
by: Krvavich, Yu. V., et al.
Published: (2001)
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)
by: Bratyk, M., et al.
Published: (2008)
Synchronization of discrete dynamical systems by the sampling step
by: M. O. Zinchuk, et al.
Published: (2014)
by: M. O. Zinchuk, et al.
Published: (2014)
On differentiability of solution to stochastic differential equation with fractional Brownian motion
by: Mishura, Yu.S., et al.
Published: (2007)
by: Mishura, Yu.S., et al.
Published: (2007)
On Robust Stabilization of Bilinear Systems under Interval Initial Conditions
by: A. A. Martynjuk, et al.
Published: (2017)
by: A. A. Martynjuk, et al.
Published: (2017)
On Stabilization of Motion of the Nonlinear System under the Interval Initial Conditions
by: E. A. Babenko, et al.
Published: (2016)
by: E. A. Babenko, et al.
Published: (2016)
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)
by: Banna, O., et al.
Published: (2008)
Nonlinear Brownian motion – mean square displacement
by: Ebeling, W.
Published: (2004)
by: Ebeling, W.
Published: (2004)
Fractional diffusion equation degenerating on the initial hyperplane
by: A. M. Ponomarenko
Published: (2021)
by: A. M. Ponomarenko
Published: (2021)
On a problem of system identification with additive fractional Brownian field
by: E. N. Derieva, et al.
Published: (2016)
by: E. N. Derieva, et al.
Published: (2016)
Local times of self-intersection
by: A. A. Dorogovtsev, et al.
Published: (2016)
by: A. A. Dorogovtsev, et al.
Published: (2016)
On regularization of the formal Fourier–Wiener transform of the self-intersection local time of a planar Gaussian process
by: A. A. Dorogovtsev, et al.
Published: (2011)
by: A. A. Dorogovtsev, et al.
Published: (2011)
Smoothing Problem in Anticipating Scenario
by: Dorogovtsev, A. A., et al.
Published: (2005)
by: Dorogovtsev, A. A., et al.
Published: (2005)
Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields
by: Il'chenko, S. A., et al.
Published: (2004)
by: Il'chenko, S. A., et al.
Published: (2004)
From Brownian motion to power of fluctuations
by: Berche, B., et al.
Published: (2012)
by: Berche, B., et al.
Published: (2012)
Brownian particle in non-equilibrium plasma
by: Lev, B.I., et al.
Published: (2009)
by: Lev, B.I., et al.
Published: (2009)
Research and development of schemes of the discrete step of reinforcement in the shaft with rope profile conductors
by: A. O. Rubel
Published: (2021)
by: A. O. Rubel
Published: (2021)
The problem of a discrete Markov diffusion abandoning an interval
by: D. V. Koroljuk
Published: (2016)
by: D. V. Koroljuk
Published: (2016)
Fractional diffusion equation degenerating on the initial hyperplane
by: Ponomarenko , A. M., et al.
Published: (2021)
by: Ponomarenko , A. M., et al.
Published: (2021)
Ruin probability for generalized φ-sub-Gaussian fractional Brownian motion
by: Yamnenko, R.
Published: (2006)
by: Yamnenko, R.
Published: (2006)
The invariance of current energy Fourier spectrum of discrete real signals on finite intervals
by: V. A. Ponomarev, et al.
Published: (2014)
by: V. A. Ponomarev, et al.
Published: (2014)
Electroplastic effect associated with the dislocation generation in the initially dislocation-free silicon filamentary crystals
by: Ermakov, A.P., et al.
Published: (2004)
by: Ermakov, A.P., et al.
Published: (2004)
Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics
by: Kotelenez, P.
Published: (2005)
by: Kotelenez, P.
Published: (2005)
Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics
by: Kotelenez, P., et al.
Published: (2005)
by: Kotelenez, P., et al.
Published: (2005)
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
by: S. Ibrahim, et al.
Published: (2022)
by: S. Ibrahim, et al.
Published: (2022)
On the maximal output set of fractional-order discrete-time linear systems
by: Bhih A. El, et al.
Published: (2022)
by: Bhih A. El, et al.
Published: (2022)
Surface stresses at the initial steps of the GexSi1-x/Si(001) surface oxidation
by: A. A. Grynchuk, et al.
Published: (2014)
by: A. A. Grynchuk, et al.
Published: (2014)
Similar Items
-
On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval
by: A. A. Dorogovtsev, et al.
Published: (2020) -
Iterated Logarithm Law for Sizes of Clusters in Arratia flow
by: A. A. Dorogovtsev, et al.
Published: (2012) -
On self-intersection local times for generalized Brownian bridges and the distance between step functions
by: A. A. Dorogovtsev, et al.
Published: (2015) -
Interval estimation of the fractional Brownian motion parameter in a model with measurement error
by: O. O. Synyavska
Published: (2016) -
Arbitrage with fractional brownian motion?
by: Bender, C., et al.
Published: (2007)