Some exact equivalents for the Brownian motion in Hölder norm
✍ Scribed by P. Baldi; B. Roynette
- Publisher
- Springer
- Year
- 1992
- Tongue
- English
- Weight
- 972 KB
- Volume
- 93
- Category
- Article
- ISSN
- 1432-2064
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📜 SIMILAR VOLUMES
We extend the Stieltjes integral to Hölder functions of two variables and prove an existence and uniqueness result for the corresponding deterministic ordinary differential equations and also for stochastic equations driven by a two-parameter fractional Brownian motion.
The Dyson Brownian motion model for transitions to the CUE is considered. For initial eigenvalue probability density functions corresponding to the COE and CSE, the density-density correlation function between an eigenvalue at position ,V initially (~-= 0) and an eigenvalue at position A for general