scholarly journals $\varepsilon$-Strong simulation of the Brownian path

Bernoulli ◽  
2012 ◽  
Vol 18 (4) ◽  
pp. 1223-1248 ◽  
Author(s):  
Alexandros Beskos ◽  
Stefano Peluchetti ◽  
Gareth Roberts
Keyword(s):  
Brownian Path

A decomposition of the Brownian path

1987 ◽  
Vol 5 (2) ◽  
pp. 87-93 ◽  
Author(s):  
Ioannis Karatzas ◽  
Steven E. Shreve
Keyword(s):  
Brownian Path

scholarly journals Transience and recurrence of a Brownian path with limited local time

2016 ◽  
Vol 44 (6) ◽  
pp. 4083-4132 ◽  
Author(s):  
Martin Kolb ◽  
Mladen Savov
Keyword(s):  
Local Time ◽  
Brownian Path

The α-dimensional measure of the graph and set of zeros of a Brownian path

1955 ◽  
Vol 51 (2) ◽  
pp. 265-274 ◽  
Author(s):  
S. J. Taylor
Keyword(s):  
Joint Paper ◽  
One Dimensional ◽  
Brownian Path ◽  
Dimensional Measure ◽  
Point Set ◽  
Almost All

In a recent joint paper (1) with Prof. Besicovitch we announced the conjecture that for almost all one-dimensional Brownian paths, the set of zeros has dimensional number ½, and zero A½-measure. It is the purpose of this paper to give a proof of this result. In doing so we consider the graph C(ω) of a Brownian path ω as a point set in the plane, and prove that, with probability 1, C(ω) has dimensional number ¾ and zero Λ¾-measure.

scholarly journals Decomposing the Branching Brownian Path

1992 ◽  
Vol 2 (4) ◽  
pp. 973-986 ◽  
Author(s):  
Kalvis M. Jansons ◽  
L. C. G. Rogers
Keyword(s):  
Brownian Path

scholarly journals Measuring Close Approaches on a Brownian Path

1988 ◽  
Vol 16 (4) ◽  
pp. 1458-1480 ◽  
Author(s):  
Edwin A. Perkins ◽  
S. James Taylor
Keyword(s):  
Brownian Path

Brownian Path Generation and Polynomial Chaos

2021 ◽  
Vol 12 (2) ◽  
pp. 724-743
Author(s):  
Jamie Fox ◽  
Giray Ökten
Keyword(s):  
Polynomial Chaos ◽  
Path Generation ◽  
Brownian Path
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