On the growth of stochastic integrals

From MaRDI portal
Publication:5603646

DOI10.1007/BF00535035zbMath0203.50002MaRDI QIDQ5603646

Daniel W. Stroock

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)




Related Items (21)

A 3D MODEL FOR FIBER LAY-DOWN IN NONWOVEN PRODUCTION PROCESSESRandom motion of light-speed particlesBrownian motion at the speed of light: a new Lorentz invariant family of processesOne-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusionsStochastic model for cell polarityA central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochasticallyConserved quantities and symmetry for stochastic dynamical systemsDiffusions on an infinite dimensional torusA semi-Lagrangian method for 3-D Fokker Planck equations for stochastic dynamical systems on the sphereBrownian approximation and Monte Carlo simulation of the non-cutoff Kac equationVolatility and arbitrageLimit theorems for projections of random walk on a hypersphereA remark about the norm of a Brownian bridgeStochastic Integrals and Conditional Full SupportStochastic differentialsVolterra-Verhulst prey-predator systems with time dependent coefficients: Diffusion type approximation and periodic solutionsCouplings of Brownian motions of deterministic distance in model spaces of constant curvatureHitting times to spheres of Brownian motions with and without driftsIsotropic Transport Process on a Riemannian Manifold



Cites Work


This page was built for publication: On the growth of stochastic integrals