Publication
FORWARD BROWNIAN MOTION
2012
Rapport ou document de travail
Rapport ou document de travail
Résumé
We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at -∞ 1. We show that these processes do not have to have the distribution of standard Brownian motion in the backward direction of time, no matter which random time we take as the origin. We study the maximum and minimum rates of growth for these processes in the backward direction. We also address the question of which extra assumptions make one of these processes a twosided Brownian motion.
Source officielle
À propos de ce résultat
Cette page est générée automatiquement et peut contenir des informations qui ne sont pas correctes, complètes, à jour ou pertinentes par rapport à votre recherche. Il en va de même pour toutes les autres pages de ce site. Veillez à vérifier les informations auprès des sources officielles de l'EPFL.
Proximité ontologique
Publications associées (55)
MOOCs associés (23)
Advanced statistical physics
We explore statistical physics in both classical and open quantum systems. Additionally, we will cover probabilistic data analysis that is extremely useful in many applications.
Advanced statistical physics
We explore statistical physics in both classical and open quantum systems. Additionally, we will cover probabilistic data analysis that is extremely useful in many applications.
Selected Topics on Discrete Choice
Discrete choice models are used extensively in many disciplines where it is important to predict human behavior at a disaggregate level. This course is a follow up of the online course “Introduction t