Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10001189280
Persistent link: https://www.econbiz.de/10001143975
Persistent link: https://www.econbiz.de/10008108410
Persistent link: https://www.econbiz.de/10005184374
Persistent link: https://www.econbiz.de/10011286253
In the first part of this paper, we introduce the notion of switch-stability for set of probabilities and prove that it is equivalent to the notion of optional m-stability. In the second part this notion is generalized to set of processes and prove that it is linked to the former notion.
Persistent link: https://www.econbiz.de/10010616866
The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space-time, resampling the random walk increments, leads to some natural dynamics. In this paper we...
Persistent link: https://www.econbiz.de/10008872733
In this paper we study random orderings of the integers with a certain invariance property. We describe all such orders in a simple way. We define and represent random shuffles of a countable set of labels and then give an interpretation of these orders in terms of a class of generalized riffle...
Persistent link: https://www.econbiz.de/10008873806
We study a stochastic flow of -homeomorphisms of . At certain stopping times, the spatial derivative of the flow is a diffusion in the space variable and its generator is given. This answers several questions posed in a previous study by Bass and Burdzy (1999, Ann. Probab. 27, 50-108).
Persistent link: https://www.econbiz.de/10008873898
The paper studies the question of whether the classical mirror and synchronous couplings of two Brownian motions minimise and maximise, respectively, the coupling time of the corresponding geometric Brownian motions. We establish a characterisation of the optimality of the two couplings over any...
Persistent link: https://www.econbiz.de/10011065056