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  • Articles  (13)
  • 60J65  (13)
  • Springer  (13)
  • American Geophysical Union (AGU)
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  • 1995-1999  (13)
  • 1980-1984
  • 1935-1939
  • 1995  (13)
  • Mathematics  (13)
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  • Articles  (13)
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  • Springer  (13)
  • American Geophysical Union (AGU)
  • Annual Reviews
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  • 1995-1999  (13)
  • 1980-1984
  • 1935-1939
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  • Mathematics  (13)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Potential analysis 4 (1995), S. 173-183 
    ISSN: 1572-929X
    Keywords: 34F05 ; 60G15 ; 60H10 ; 60J65 ; Infinite dimension ; Gaussian processes ; Brownian motion ; stochastic Cauchy problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract LetE be a locally convex space endowed with a centered gaussian measure ξ. We construct a continuousE-valued brownian motionW t with covariance ξ. The main goal is to solve the SDE of Langevin type dX t= $$\sqrt {2a} $$ dW t−AX t wherea andA are unbounded operators of the Cameron-Martin space of (E, ξ). It appears as the unique linear measurable extension of the solution of the classical Cauchy problemv′(t)= $$\sqrt {2a} $$ u′−Av(t).
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  • 2
    Electronic Resource
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    Springer
    Probability theory and related fields 102 (1995), S. 83-103 
    ISSN: 1432-2064
    Keywords: 60J65 ; 60J55
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Description / Table of Contents: Résumé On prouve des majorations en normeL p pour le suprema des temps locaux d'intersection de deux mouvements browniens plans, renormalisés ou non. On en déduit une condition suffisante sur la corrélation entre deux browniens pour que leur t.l.i. soient continus.
    Notes: Summary We proveL p〉 majorations for the suprema of the intersection local time of two planar Brownian motions. We deduce a sufficient condition on the correlation of two Brownian motions for their i.l.t. to be continuous.
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  • 3
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    Springer
    Probability theory and related fields 102 (1995), S. 189-201 
    ISSN: 1432-2064
    Keywords: 60J60 ; 60J65 ; 60H10 ; 60G15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper, we determine Onsager-Machlup functionals for a variety of norms on Wiener space which includes among others Hölder norms for every 0〈α〈1/2, as well as Besov or Sobolev type norms. We basically require the knowledge of the small ball probabilities for the Wiener measure and use versions of the norms which are rotationaly invariant on the range of the Brownian paths, a property of crucial importance in our approach.
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  • 4
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    Springer
    Probability theory and related fields 103 (1995), S. 433-473 
    ISSN: 1432-2064
    Keywords: 60J80 ; 60J55 ; 60J25 ; 60J65
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We suggest the name Markov snakes for a class of path-valued Markov processes introduced recently by J.-F. Le Gall in connection with the theory of branching measure-valued processes. Le Gall applied this class to investigate path properties of superdiffusions and to approach probabilistically partial differential equations involving a nonlinear operator Δv−v 2. We establish an isomorphism theorem which allows to translate results on continuous superprocesses into the language of Markov snakes and vice versa. By using this theorem, we get limit theorems for discrete Markov snakes.
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  • 5
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    Springer
    Probability theory and related fields 101 (1995), S. 211-226 
    ISSN: 1432-2064
    Keywords: 60J60 ; 60J65 ; 60G44 ; 60K25
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper, the object of study is reflected Brownian motion in a cone ind-dimensions (d≧3) with nonconstant oblique reflection on each radial line emanating from the vertex of the cone. The basic question considered here is “When is this process a semimartingale?”. Conditions for the existence and uniqueness of the process for which the vertex is an instantaneous state were given by Kwon, which is resolved in terms of a real parameter α∞ depending on the cone and the direction of reflection. It is shown that starting from any point of the cone, the process is a semimartingale if α∞ 〈 1, α∞ + 0 and not a semimartingale if 〈 α∞ 〈 2.
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  • 6
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    Springer
    Probability theory and related fields 101 (1995), S. 237-249 
    ISSN: 1432-2064
    Keywords: 60J65 ; 60J60 ; 58G32 ; 58G11
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Let λ〉0 be a constant and let λ−1 〈q(x) 〈 λ be a bounded measurable function. We consider the large deviation problem for the diffusion process with generator We are going to prove that its density function satisfies $$\mathop {\lim }\limits_{t \to 0} t\log H(y,t,x) = - \frac{{\left| {x - y} \right|^2 }}{2}$$
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  • 7
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    Springer
    Probability theory and related fields 101 (1995), S. 409-419 
    ISSN: 1432-2064
    Keywords: 60J65 ; 60G17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We study some features concerning the occupation timeA t of a d-dimensional coneC by Brownian motion. In particular, in the case whereC is convex, we investigate the asymptotic behaviour ofP(A1〈u) asu→0, when the Brownian motion starts at the vertex ofC. We also give the precise integral test, which decides whether a.s., lim inf t→∞ A t/(tf(t))=0 or ∞ for a decreasing functionf.
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  • 8
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    Probability theory and related fields 101 (1995), S. 421-433 
    ISSN: 1432-2064
    Keywords: 60J65 ; 31C25 ; 60J55
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We construct Brownian motion on a continuum tree, a structure introduced as an asymptotic limit to certain families of finite trees. We approximate the Dirichlet form of Brownian motion on the continuum tree by adjoining one-dimensional Brownian excursions. We study the local times of the resulting diffusion. Using time-change methods, we find explicit expressions for certain hitting probabilities and the mean occupation density of the process.
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  • 9
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    Springer
    Probability theory and related fields 103 (1995), S. 329-348 
    ISSN: 1432-2064
    Keywords: 60J65 ; 60G17 ; 60F15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Let {W(t); 0≦t≦1} be a two-dimensional Wiener process starting from 0. We are interested in the almost sure asymptotic behaviour, asr tends to 0, of the processesX(r) andY(r), whereX(r) denotes the total time spent byW in the ball centered at 0 with radiusr andY(r) the distance between 0 and the curve {W(t);r≦t≦1}. While a characterization of the lower functions ofY was previously established by Spitzer [S], we characterize via integral tests its upper functions as well as the upper and lower functions ofX.
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  • 10
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    Probability theory and related fields 101 (1995), S. 251-276 
    ISSN: 1432-2064
    Keywords: 35J65 ; 60J65 ; 53C21
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We give sufficient conditions for the existence of positive solutions to some semilinear elliptic equations in unbounded Lipschitz domainsD ⊂ ℝ d (d≥3), having compact boundary, with nonlinear Neumann boundary conditions on the boundary ofD. For this we use an implicit probabilistic representation, Schauder's fixed point theorem, and a recently proved Sobolev inequality forW 1,2(D). Special cases include equations arising from the study of pattern formation in various models in mathematical biology and from problems in geometry concerning the conformal deformation of metrics.
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  • 11
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    Probability theory and related fields 101 (1995), S. 479-493 
    ISSN: 1432-2064
    Keywords: 60J50 ; 60J45 ; 60J65
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We give an upper bound for the Green functions of conditioned Brownian motion in planar domains. A corollary is the conditional gauge theorem in bounded planar domains.
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  • 12
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    Probability theory and related fields 102 (1995), S. 45-56 
    ISSN: 1432-2064
    Keywords: 28D99 ; 60J65
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In the situation of the classical mean motion, we haven planets moving in the plane, planetk+1 being a satellite of planetk. A classcal result then states that planetn has a mean motion,i.e. its mean angular speed between time 0 and timet has a limit whent→∞. We show in this article that any real gaussian dynamical system can be interpreted as the limit of this situation, whenn→∞. From a given nonatomic probability measure σ on [0,π], we construct a transformationT of the complex brownian path (B u)0≤u≤1 which preserves Wiener measure.T is defined as the limit of a sequenceT n, whereT n acts as the motion of 2n planets. In this way we get a real gaussian dynamical system, whose spectral measure is the symetric probability on [-π,π] obtained from σ. The transformationT can be inserted in a flow (T t) t∈ℝ, and the “orbits”t↦Z t=B 1○T t still have almost surely a mean motion, which is the mean of σ.
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  • 13
    Electronic Resource
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    Springer
    Probability theory and related fields 102 (1995), S. 567-573 
    ISSN: 1432-2064
    Keywords: 60F15 ; 60J65
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We prove an almost sure lower limit law for the square integral of the large increments of the Wiener process, extending results obtained by Li (1992).
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