3 papers
math.PR2021
Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion
Aldo Taranto, Ron Addie, Shahjahan Khan
Bi-Directional Grid Constrained (BGC) stochastic processes (BGCSPs) constrain the random movement toward the origin steadily more and more, the further they deviate from the origin…
math.PR2021
Hidden Geometry of Bi-Directional Grid Constrained Stochastic Processes
Aldo Taranto, Shahjahan Khan
Bi-Directional Grid Constrained (BGC) stochastic processes (BGCSP) are constrained Itô diffusions with the property that the further they drift away from the origin, the more resis…
math.PR2021
Iterated Logarithm Bounds of BGC Stochastic Processes
A. Taranto, S. Khan, R. Addie
We derive a novel framework called Bi-Directional Grid Constrained (BGC) stochastic processes in which the further an Ito diffusion drifts away from the origin, then the further it…