کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7550151 1489922 2018 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Lévy area with a drift as a renormalization limit of Markov chains on periodic graphs
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Lévy area with a drift as a renormalization limit of Markov chains on periodic graphs
چکیده انگلیسی
A careful look at rough path topology applied to Brownian motion reveals new possible properties of the well-known Lévy area, in particular the presence of an intrinsic drift of this area. Using renormalization limit of Markov chains on periodic graphs, we present a construction of such a non-trivial drift and give an explicit formula for it. Several examples with explicit computations are included.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 128, Issue 7, July 2018, Pages 2404-2426
نویسندگان
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