Zobrazeno 1 - 10
of 99
pro vyhledávání: '"Swanson, Jason"'
Autor:
Kurtz, Thomas G., Swanson, Jason
We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Freidlin and Wentzell show that the time this diffusion spends in the doma
Externí odkaz:
http://arxiv.org/abs/2101.07290
Autor:
Kurtz, Thomas G., Swanson, Jason
We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Freidlin and Wentzell show that the time this diffusion spends in the doma
Externí odkaz:
http://arxiv.org/abs/1906.03212
Autor:
Swanson, Jason R.
Thesis (Ph.D.)--North Carolina State University.
Includes vita. Includes bibliographical references (p. 226-247).
Includes vita. Includes bibliographical references (p. 226-247).
Publikováno v:
In Journal of Hospitality, Leisure, Sport & Tourism Education November 2020 27
Autor:
Swanson, Jason
Publikováno v:
Connect to this title online; UW restricted.
Thesis (Ph. D.)--University of Washington, 2004.
Vita. Includes bibliographical references (p. 118-120).
Vita. Includes bibliographical references (p. 118-120).
Externí odkaz:
http://hdl.handle.net/1773/5733
We prove that if $f:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous, then for every $H\in(0,1/4]$ there exists a probability space on which we can construct a fractional Brownian motion $X$ with Hurst parameter $H$, together with a process $Y$ that:
Externí odkaz:
http://arxiv.org/abs/1309.3613
Autor:
Nualart, David, Swanson, Jason
The purpose of this paper is to provide a complete description the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H = 1/6$.
Comment: This paper is a sequel to
Comment: This paper is a sequel to
Externí odkaz:
http://arxiv.org/abs/1303.0892
The purpose of this paper is to study the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H=1/6$. We prove that, under some conditions on both subsequences, the lim
Externí odkaz:
http://arxiv.org/abs/1210.1560
Autor:
Swanson, Jason
The weak Stratonovich integral is defined as the limit, in law, of Stratonovich-type symmetric Riemann sums. We derive an explicit expression for the weak Stratonovich integral of $f(B)$ with respect to $g(B)$, where $B$ is a fractional Brownian moti
Externí odkaz:
http://arxiv.org/abs/1103.0341
Let $B$ be a fractional Brownian motion with Hurst parameter $H=1/6$. It is known that the symmetric Stratonovich-style Riemann sums for $\int g(B(s))\,dB(s)$ do not, in general, converge in probability. We show, however, that they do converge in law
Externí odkaz:
http://arxiv.org/abs/1006.4238