Related papers: Formalization of Brownian motion in Lean
It is proved that the mean signature of multi-dimensional fractional brownian motion admits a meromorphic continuation in the hurst parameter to the entire complex plane. Each contstituent mean iterated integral is a sum of hypergeometric…
We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
We construct a theory for the 1+1-dimensional Brownian motion in a viscous medium, which is (i) consistent with Einstein's theory of special relativity, and (ii) reduces to the standard Brownian motion in the Newtonian limit case. In the…
We present a self-contained proof of the reflection principle for Brownian Motion.
We study the problem of when a Brownian motion in the unit ball has a positive probability of avoiding a countable collection of spherical obstacles. We give a necessary and sufficient integral condition for such a collection to be…
We formalize the multi-graded Proj construction in Lean4, illustrating mechanized mathematics and formalization.
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…
We describe a formal proof of the independence of the continuum hypothesis ($\mathsf{CH}$) in the Lean theorem prover. We use Boolean-valued models to give forcing arguments for both directions, using Cohen forcing for the consistency of…
For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
We construct optimal Markov couplings of L\'{e}vy processes, whose L\'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by…
We report on a formalization of the change of variables formula in integrals, in the mathlib library for Lean. Our version of this theorem is extremely general, and builds on developments in linear algebra, analysis, measure theory and…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
In this paper, we investigate the Green measure for a class of non-Gaussian processes in $\mathbb{R}^{d}$. These measures are associated with the family of generalized grey Brownian motions $B_{\beta,\alpha}$, $0<\beta\le1$, $0<\alpha\le2$.…
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to Brownian motion up to time t. This permits to prove that the Wiener measure, penalized by this multiplicative functional, converges as t…
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
Statistics of molecular random walks in a fluid is considered with the help of Bogolyubov equation for generating functional of distribution functions. An invariance group of this equation is found. It results in many exact relations…
We present results from a series of experiments on a granular medium sheared in a Couette geometry and show that their statistical properties can be computed in a quantitative way from the assumption that the resultant from the set of…