Brownian paths in an alcove and the Littelmann path model

The shortened Voronoi path has the property to be locally defined; and is shorter than the previously known locally defined paths in Delaunay triangulation such as the upper path

The almost sure sample function behavior of the vector-valued fractional Brownian sheet is investigated.. In particular, the global and the local moduli of continuity of the

We study the intrinsic regularity of the sample paths of certain Brownian motions on the infinite dimensional torus T ∞.. Here, intrinsic regularity means regularity with respect to

A model of the Brownian motion defined in terms of the natural divisors is proposed and weak convergence of the related measures in the.. space D [0,1] is

All the kernels between bags of paths defined in Section 2 are based on a generic kernel K path between paths.. For the sake of simplicity, we have used Gaussian RBF kernels between

We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of

In Subsection 5.3 , we prove from simulations that our estimators based on the weak convergence of Harris paths provide good results even from missing or noisy data, in particular

Abstract: We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion.. We prove weak convergence results in the sense