Library

feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 107 (1997), S. 517-526 
    ISSN: 1432-2064
    Keywords: Mathematics Subject Classification (1991): Primary 60G17, Secondary 60J80
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary. For the Brownian path-valued process of Le Gall (or Brownian snake) in ${\Bbb R}^2$ , the times at which the process is a cone path are considered as a function of the size of the cone and the terminal position of the path. The results show that the paths for the path-valued process have local properties unlike those of a standard Brownian motion.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 115 (1999), S. 237-285 
    ISSN: 1432-2064
    Keywords: Mathematics Subject Classification (1991): Primary 60G57, 60G42; Secondary 60F99 ; Key words: Exit measure – Super Brownian motion – Martingale change of measure – Immortal particle description – Conditioned limit theorems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract. In this paper we present a martingale related to the exit measures of super Brownian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is shown to be identical to a measure generated by a non-homogeneous branching particle system with immigration of mass. An application is given to the problem of conditioning the exit measure to hit a number of specified points on the boundary of a domain. The results are similar in flavor to the “immortal particle” picture of conditioned super Brownian motion but more general, as the change of measure is given by a martingale which need not arise from a single harmonic function.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 3
    Unknown
    Boca Raton : Chapman & Hall/CRC
    Keywords: R (Computer program language) ; Statistics, Data processing.
    Pages: xvi, 414 p.
    ISBN: 0-203-49989-1
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...