K. Habermann

activity

20162021

most citedBrownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function

9 citations · 18 across the 4 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.NA2018★ 1 cited

An explicit formula for the inverse of a factorial Hankel matrix

Karen Habermann

We consider the $n \times n$ Hankel matrix $H$ whose entries are defined by $H_{ij} = 1/ s_{i + j}$ where $s_{k} = (k - 1)!$ and prove that $H$ is invertible for all $n \in N$ by provid…

math.PR2018★ 4 cited

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…