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Showing 2006 · math.PRShow all
3 papers · 2 filters
math.PR2006★ 19 cited
Fractal properties of the random string processes
Dongsheng Wu, Yimin Xiao
Let be a random string taking values in , specified by the following stochastic partial differential equation [Funaki (1983)]…
math.PR2006★ 11 cited
Lifetime asymptotics of iterated Brownian motion in R^{n}
Erkan Nane
Let be the first exit time of iterated Brownian motion from a domain $D \subset \RR{R}^{n}$ started at and let be its distribution. In thi…
math.PR2006★ 8 cited
Isoperimetric-type inequalities for iterated Brownian motion in R^n
Erkan Nane
We extend generalized isoperimetric-type inequalities to iterated Brownian motion over several domains in $\RR{R}^{n}$. These kinds of inequalities imply in particular that for dom…