9 citations · 18 across the 4 of their papers we have counts for
4 papers
Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function
James Foster, Karen Habermann
We study approximations for the Lévy area of Brownian motion which are based on the Fourier series expansion and a polynomial expansion of the associated Brownian bridge. Comparing…
An explicit formula for the inverse of a factorial Hankel matrix
Karen Habermann
We consider the Hankel matrix whose entries are defined by where and prove that is invertible for all by provid…
Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type
Karen Habermann
We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak Hörmande…
Small-time fluctuations for sub-Riemannian diffusion loops
Karen Habermann
We study the small-time fluctuations for diffusion processes which are conditioned by their initial and final positions, under the assumptions that the diffusivity has a sub-Rieman…