3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2010
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
Ivan Nourdin, Anthony Réveillac, Jason Swanson
Let be a fractional Brownian motion with Hurst parameter . It is known that the symmetric Stratonovich-style Riemann sums for do not, in general, c…
math.PR2010★ 3 cited
Crowding of Brownian spheres
Krzysztof Burdzy, Soumik Pal, Jason Swanson
We study two models consisting of reflecting one-dimensional Brownian "particles" of positive radius. We show that the stationary empirical distributions for the particle systems d…