Showing math.PRShow all
3 papers · 1 filter
math.PR2004
Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature
Marc Arnaudon, Thomas Simon
We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvat…
math.PR2003
Small deviations in p-variation for stable processes
T. Simon
Let be a strictly stable process on with index . We prove that for every , there exists and $\k = \k (α, p)\in (0, +\infty)$…
math.PR2003
Small deviations in p-variation norm for multidimensional Levy processes
T. Simon
Let Z be an Rd-valued Levy process with strong finite p-variation for some p<2. We prove that the ''decompensated'' process Y obtained from Z by annihilating its generalized drift…