4 papers · 1 filter
Attractors and Expansion for Brownian Flows
Georgi Dimitroff, Michael Scheutzow
We show that a stochastic flow which is generated by a stochastic differential equation on with bounded volatility has a random attractor provided that the drift component i…
Dispersion of volume under the action of isotropic Brownian flows
Georgi Dimitroff, Michael Scheutzow
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure unde…
Chaining Techniques and their Application to Stochastic Flows
Michael Scheutzow
We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of the…
High-resolution quantization and entropy coding for fractional Brownian motion
Steffen Dereich, Michael Scheutzow
We derive a high-resolution formula for the quantization and entropy coding approximation quantities for fractional Brownian motion, respective to the supremum norm and L^p[0,1]-no…