Jörg‐Uwe Löbus

collaborators

2 papers

math.PR2013

Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus

Jörg-Uwe Löbus

The paper is concerned with a class of two-sided stochastic processes of the form $X = W + A$ . Here $W$ is a two-sided Brownian motion with random initial data at time zero and $A\equi…

math.PR2012

Weak Convergence of $n$ -Particle Systems Using Bilinear Forms

Jörg-Uwe Löbus

The paper is concerned with the weak convergence of $n$ -particle processes to deterministic stationary paths as $n \to \infty$ . A Mosco type convergence of a class of bilinear forms…

Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus

Weak Convergence of n-Particle Systems Using Bilinear Forms

Weak Convergence of $n$ -Particle Systems Using Bilinear Forms