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Related papers: A Note on Fuzzy Set--Valued Brownian Motion

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We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter…

Probability · Mathematics 2013-06-20 Marco Dozzi , Yuliya Mishura , Georgiy Shevchenko

For $d \geq 2$ let $B$ be standard $d$-dimensional Brownian motion. For any $\alpha < 1/d$ we construct an $\alpha$-H\"{o}lder continuous function $f \colon [0,1] \to \mathbb{R}^d$ so that the range of $B-f$ covers an open set. This…

Probability · Mathematics 2010-03-02 Tonći Antunović , Yuval Peres , Brigitta Vermesi

Dyson's Brownian motion model with the parameter $\beta=2$, which we simply call the Dyson model in the present paper, is realized as an $h$-transform of the absorbing Brownian motion in a Weyl chamber of type A. Depending on initial…

Probability · Mathematics 2013-01-16 Makoto Katori , Hideki Tanemura

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Statistics Theory · Mathematics 2012-01-05 Yuqiang Li , Hongshuai Dai

The starting point is a gradient Dirichlet form with respect to $\varrho\lambda^d$ on the space $L^2({\mathbb{R}}^d, \varrho\mu)$. Here $\lambda^d$ is the Lebesgue measure on ${\mathbb R}^d$, $\varrho$ a strictly positive density and $\mu$…

Probability · Mathematics 2025-02-28 Torben Fattler , Martin Grothaus , Nathalie Steil

We study a family of essentially pairwise independent Brownian motions indexed by a continuum of labels and show how the Fubini extension framework provides a rigorous way to represent such families as a single jointly measurable process.…

Probability · Mathematics 2025-12-09 Hamed Amini , Nina H. Amini , Sofiane Chalal , Gaoyue Guo

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the…

In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…

Quantum Physics · Physics 2023-08-04 W. David Wick

In this work, we characterize all the point processes $\theta=\sum_{i\in \mathbb{N}} \delta_{x_i}$ on $\mathbb{R}$ which are left invariant under branching Brownian motions with critical drift $-\sqrt{2}$. Our characterization holds under…

Probability · Mathematics 2020-12-08 Xinxin Chen , Christophe Garban , Atul Shekhar

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…

Dynamical Systems · Mathematics 2008-12-02 N. Chernov , D. Dolgopyat

The fundamental solution of a pseudo-differential equation for functions defined on the $d$-fold product of the $p$-adic numbers, $\mathbb{Q}_p$, induces an analogue of the Wiener process in $\mathbb{Q}_p^d$. As in the real setting, the…

Probability · Mathematics 2022-11-01 Rahul Rajkumar , David Weisbart

Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…

Probability · Mathematics 2025-09-16 Ranieri Dugo , Giacomo Giorgio , Paolo Pigato

We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…

Probability · Mathematics 2007-05-23 Ida Kruk , Francesco Russo , Ciprian Tudor

This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…

Probability · Mathematics 2015-10-27 Jose Blanchet , Xinyun Chen

This paper introduces the Neural-Brownian Motion (NBM), a new class of stochastic processes for modeling dynamics under learned uncertainty. The NBM is defined axiomatically by replacing the classical martingale property with respect to…

Probability · Mathematics 2025-07-22 Qian Qi

We formulate and prove logical characterizations of crisp simulations and crisp directed simulations between fuzzy labeled transition systems with respect to fuzzy modal logics that use a general t-norm-based semantics. The considered…

Logic in Computer Science · Computer Science 2021-09-07 Linh Anh Nguyen , Ngoc-Thanh Nguyen

Considering the paradigmatic driven Brownian motion, we perform extensive numerical analysis on the performance of optimal linear-response processes far from equilibrium. We focus on the overdamped regime where exact optimal processes are…

Statistical Mechanics · Physics 2022-12-28 Lucas P. Kamizaki , Marcus V. S. Bonança , Sérgio R. muniz

In this paper we develop a fuzzy model for the description of the process of Analogical Reasoning by representing its main steps as fuzzy subsets of a set of linguistic labels characterizing the individuals' performance in each step and we…

Artificial Intelligence · Computer Science 2012-05-01 Michael Gr. Voskoglou

Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…

Statistical Mechanics · Physics 2020-01-29 Ralf Metzler

We introduce a notion of regularized total variation on an interval for continuous functions with unbounded variation. The definition of regularized total variation is obtained from that of total variation by subtracting a penalty for the…

Probability · Mathematics 2015-11-12 Alexander Dunlap