10 citations · 27 across the 7 of their papers we have counts for
7 papers
The interior of randomly perturbed self-similar sets on the line
Michel Dekking, Karoly Simon, Balazs Szekely +1
Can we find a self-similar set on the line with positive Lebesgue measure and empty interior? Currently, we do not have the answer for this question for deterministic self-similar…
An elementary approach to Brownian local time based on simple, symmetric random walks
Tamas Szabados, Balazs Szekely
In this paper we define Brownian local time as the almost sure limit of the local times of a nested sequence of simple, symmetric random walks. The limit is jointly continuous in $…
Moments of an exponential functional of random walks and permutations with given descent sets
Tamas Szabados, Balazs Szekely
The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial of independent and identicall…
An exponential functional of random walks
Tamas Szabados, Balazs Szekely
The aim of this paper is to investigate discrete approximations of the exponential functional $\int_0^{\infty} \exp(B(t) - νt) \di t$ of Brownian motion (which plays an important r…
Strong approximation of continuous local martingales by simple random walks
Balazs Szekely, Tamas Szabados
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete qua…
The algebraic difference of two random Cantor sets: The Larsson family
Michel Dekking, Károly Simon, Balázs Székely
In this paper, we consider a family of random Cantor sets on the line and consider the question of whether the condition that the sum of the Hausdorff dimensions is larger than one…
Stochastic integration based on simple, symmetric random walks
Tamás Szabados, Balázs Székely
A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method…