Energy of taut strings accompanying Wiener process
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Publication:2512840
DOI10.1016/j.spa.2014.09.020zbMath1350.60030arXiv1405.1651OpenAlexW2010840494MaRDI QIDQ2512840
Eric Setterqvist, Mikhail Lifshits
Publication date: 30 January 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.1651
energy minimizationWiener processGaussian processesalmost sure convergencetaut string\(L_q\)-convergenceMarkovian pursuit
Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17) (L^p)-limit theorems (60F25) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (7)
Invariant \(K\)-minimal sets in the discrete and continuous settings ⋮ Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums ⋮ Renewal structure of the Brownian taut string ⋮ Discrete taut strings and real interpolation ⋮ Energy of taut strings accompanying a Wiener process and random walk in a band of variable width ⋮ Least energy approximation for processes with stationary increments ⋮ Energy of taut strings accompanying random walk
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