Titlebook: Seminar on Stochastic Processes, 1992; E. Çinlar,K. L. Chung,K. Burdzy Book 1993 Springer Science+Business Media New York 1993 Branching p

祖传财产

https://doi.org/10.1007/978-1-4612-0339-1Branching process; Brownian motion; Gaussian process; Lévy process; Martingale; Random Walk; Stochastic pr

aqueduct

The Martingale Problem for a Differential Operator with Piecewise Continuous Coefficients,Let . be a linear second order elliptic differential operator defined by.with ..),..) bounded and measurable, and a symmetric. Suppose a is uniformly positive definite, i.e. there exist positive numbers µand . such that for all ..,…,y.), and every.

STELL

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On the Covering Time of a Disc by Simple Random Walk in Two Dimensions,Let .(.) denote simple random walk taking values in Z.. It is well known that .(.) is recurrent and hence every finite set is eventually covered by the path of the walk. Let .. be the discrete ball of radius ., ., and let .. be the covering time of ..,.where..

填满

forthy

Critical Random Walk in Random Environment on Trees of Exponential Growth,This paper studies the behavior of RWRE on trees in the critical case left open in previous work. For trees of exponential growth, a random perturbation of the transition probabilities can change a transient random walk into a recurrent one. This is the opposite of what occurs on trees of sub-exponential growth.

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恫吓

pester

Some Path Properties of Iterated Brownian Motion,ed Brownian motion” or simply IBM. Funaki (1979) proved that a similar process is related to “squared Laplacian.” Krylov (1960) and Hochberg (1978) considered finitely additive signed measures on the path space corresponding to squared Laplacian (there exists a genuine probabilistic approach, see, e