메뉴 건너뛰기




Volumn , Issue , 2006, Pages

Dynamic Random Walks

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85013891188     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-0-444-52735-6.X5037-4     Document Type: Book
Times cited : (24)

References (190)
  • 3
    • 0002675919 scopus 로고
    • On the fundamental theorem of asset pricing with an infinite state space
    • Back K., Pliska S.R. On the fundamental theorem of asset pricing with an infinite state space. J. Math. Econom. 1991, 20(no. 1):1-18.
    • (1991) J. Math. Econom. , vol.20 , Issue.1 , pp. 1-18
    • Back, K.1    Pliska, S.R.2
  • 4
    • 0000897867 scopus 로고
    • On some diophantine inequalities involving the exponential function
    • Baker A. On some diophantine inequalities involving the exponential function. Canad. J. Math. 1965, 17:616-626.
    • (1965) Canad. J. Math. , vol.17 , pp. 616-626
    • Baker, A.1
  • 8
    • 0000893760 scopus 로고
    • Loi du logarithme itéré pour certaines intégrales stochastiques
    • Berthuet R. Loi du logarithme itéré pour certaines intégrales stochastiques. C. R. Acad. sci. Paris Sér. 1979, 289(no. 16):813-815.
    • (1979) C. R. Acad. sci. Paris Sér. , vol.289 , Issue.16 , pp. 813-815
    • Berthuet, R.1
  • 9
    • 0040386136 scopus 로고
    • Study of a process generalizing the Levy stochastic area
    • Berthuet R. Etude de processus généralisant l'aire de Lévy (French). Probab. Theory Related Fields 1986, 73(no. 3):463-480.
    • (1986) Probab. Theory Related Fields , vol.73 , Issue.3 , pp. 463-480
    • Berthuet, R.1
  • 10
    • 31144464410 scopus 로고
    • Marches de Bernoulli quantiques
    • Springer-Verlag
    • Biane P. Marches de Bernoulli quantiques. Lect. Notes Math. 1990, 1426:329-344. Springer-Verlag.
    • (1990) Lect. Notes Math. , vol.1426 , pp. 329-344
    • Biane, P.1
  • 11
    • 2342465736 scopus 로고
    • Some properties of quantum Bernoulli random walks
    • Biane P. Some properties of quantum Bernoulli random walks. Proceedings of Quantum Probabilities 1989, 6:193-203.
    • (1989) Proceedings of Quantum Probabilities , vol.6 , pp. 193-203
    • Biane, P.1
  • 12
    • 0005493544 scopus 로고
    • Quantum random walk on the dual of SU(n)
    • Springer Verlag
    • Biane P. Quantum random walk on the dual of SU(n). Proba. Th. Rel. Fields 1991, 89:117-129. Springer Verlag.
    • (1991) Proba. Th. Rel. Fields , vol.89 , pp. 117-129
    • Biane, P.1
  • 13
    • 0002727733 scopus 로고
    • Calcul stochastique non-commutatif
    • Springer Verlag
    • Biane P. Calcul stochastique non-commutatif. Lect. Notes Math. 1994, 1608:1-93. Springer Verlag.
    • (1994) Lect. Notes Math. , vol.1608 , pp. 1-93
    • Biane, P.1
  • 16
    • 0031256194 scopus 로고    scopus 로고
    • Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment
    • Boldrighini C., Minlos R.A., Pellegrinotti A. Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment. Probab. Theory Related Fields 1997, Vol. 109(No 2):245-273.
    • (1997) Probab. Theory Related Fields , vol.109 , Issue.NO 2 , pp. 245-273
    • Boldrighini, C.1    Minlos, R.A.2    Pellegrinotti, A.3
  • 17
    • 0001302802 scopus 로고
    • A centraldimit theorem for two-dimensional random walks in random scenerics
    • Bolthausen E. A centraldimit theorem for two-dimensional random walks in random scenerics. Annals of Probability 1989, 17(no. 1):108-115.
    • (1989) Annals of Probability , vol.17 , Issue.1 , pp. 108-115
    • Bolthausen, E.1
  • 18
    • 51249174263 scopus 로고
    • Almost sure convergence and bounded entropy
    • Bourgain J. Almost sure convergence and bounded entropy. Israel Journal of Mathematics 1988, 63:79-95.
    • (1988) Israel Journal of Mathematics , vol.63 , pp. 79-95
    • Bourgain, J.1
  • 20
    • 51249178141 scopus 로고
    • Problems of almost everywhere convergence related to Harmonic Analysis and Number Theory
    • Bourgain J. Problems of almost everywhere convergence related to Harmonic Analysis and Number Theory. Israel Journal of Mathematics 1990, 71:97-127.
    • (1990) Israel Journal of Mathematics , vol.71 , pp. 97-127
    • Bourgain, J.1
  • 21
    • 0031520572 scopus 로고    scopus 로고
    • A model of continuous polymers with random charges
    • Buffet E., Pule J. A model of continuous polymers with random charges. J. Math. Phys. 1997, 38(10):5143-5152.
    • (1997) J. Math. Phys. , vol.38 , Issue.10 , pp. 5143-5152
    • Buffet, E.1    Pule, J.2
  • 22
    • 0009828412 scopus 로고    scopus 로고
    • Functional limit theorems for U-statistics indexed by a random walk
    • Cabus P., Guillotin-Plantard N. Functional limit theorems for U-statistics indexed by a random walk. Stochastic Process. Appl. 2002, 101(1):143-160.
    • (2002) Stochastic Process. Appl. , vol.101 , Issue.1 , pp. 143-160
    • Cabus, P.1    Guillotin-Plantard, N.2
  • 24
    • 44949256451 scopus 로고    scopus 로고
    • On the physical relevance of random walks: an example of random walks on randomly oriented latticcs
    • Walter de Gruyter
    • Campanino M., Pétritis D. On the physical relevance of random walks: an example of random walks on randomly oriented latticcs. Random walks and geometry 2004, 393-411. Walter de Gruyter.
    • (2004) Random walks and geometry , pp. 393-411
    • Campanino, M.1    Pétritis, D.2
  • 26
    • 0034411530 scopus 로고    scopus 로고
    • Quenched, annealed and functional large deviations for one-dimensional random walk in random environment
    • Comets F., Gantert N., Zeitouni O. Quenched, annealed and functional large deviations for one-dimensional random walk in random environment. Probab. Theory Related Fields 2000, 118(1):65-114.
    • (2000) Probab. Theory Related Fields , vol.118 , Issue.1 , pp. 65-114
    • Comets, F.1    Gantert, N.2    Zeitouni, O.3
  • 27
    • 49249142814 scopus 로고
    • Option pricing: a simplified approach
    • Cox J.C., Ross R.A., Rubinstein M. Option pricing: a simplified approach. J. Finan. Econ. 1979, 7(3):229-263.
    • (1979) J. Finan. Econ. , vol.7 , Issue.3 , pp. 229-263
    • Cox, J.C.1    Ross, R.A.2    Rubinstein, M.3
  • 29
    • 0001184397 scopus 로고
    • Théorème central limite sur les groupes nilpotens
    • Crepel P., Raugi A. Théorème central limite sur les groupes nilpotens. Ann. Inst. H. Poincaré. Statist. 1978, 14:145-162.
    • (1978) Ann. Inst. H. Poincaré. Statist. , vol.14 , pp. 145-162
    • Crepel, P.1    Raugi, A.2
  • 31
    • 0009850040 scopus 로고    scopus 로고
    • An embedding for the Kesten-Spitzer random walk random scenery
    • Csáki E., König W., Shi Z. An embedding for the Kesten-Spitzer random walk random scenery. Stochastic Process. Appl. 1999, 82(2):283-292.
    • (1999) Stochastic Process. Appl. , vol.82 , Issue.2 , pp. 283-292
    • Csáki, E.1    König, W.2    Shi, Z.3
  • 33
    • 0000916023 scopus 로고
    • Equivalent martingale-measures and no-arbitrage in stochastic securities market models
    • Dalang R.C., Morton A., Willinger W. Equivalent martingale-measures and no-arbitrage in stochastic securities market models. Stochastics Stochastics Rep. 1990, 29(2):185-201.
    • (1990) Stochastics Stochastics Rep. , vol.29 , Issue.2 , pp. 185-201
    • Dalang, R.C.1    Morton, A.2    Willinger, W.3
  • 35
    • 0001249935 scopus 로고
    • A general version of the fundamental theorem of asset pricing
    • Delbaen F., Schachermeyer W. A general version of the fundamental theorem of asset pricing. Math. Ann. 1994, 300(3):463-520.
    • (1994) Math. Ann. , vol.300 , Issue.3 , pp. 463-520
    • Delbaen, F.1    Schachermeyer, W.2
  • 36
    • 0000673785 scopus 로고
    • Counterexamples in ergodic theory and number theory
    • Del Junco A., Rosenblatt J Counterexamples in ergodic theory and number theory. Math. Ann. 1979, 245:185-197.
    • (1979) Math. Ann. , vol.245 , pp. 185-197
    • Del Junco, A.1    Rosenblatt, J.2
  • 38
    • 0020777164 scopus 로고
    • An accurate algorithm for computing the eigenvalues of polygonal membrane
    • Descloux J., Tolley M. An accurate algorithm for computing the eigenvalues of polygonal membrane. Comp. Meth. Appl. Mech. and Engineering 1983, 39:37-53.
    • (1983) Comp. Meth. Appl. Mech. and Engineering , vol.39 , pp. 37-53
    • Descloux, J.1    Tolley, M.2
  • 39
    • 0000716934 scopus 로고
    • Large deviations for exchangeable random vectors
    • Dinwoodie I.H., Zabell S.L. Large deviations for exchangeable random vectors. Ann. Probab. 1992, 20(3):1147-1166.
    • (1992) Ann. Probab. , vol.20 , Issue.3 , pp. 1147-1166
    • Dinwoodie, I.H.1    Zabell, S.L.2
  • 42
    • 84882361355 scopus 로고    scopus 로고
    • Pinçon, B. and Schott, R. Data structures with dynamical random transitions. Random Structures and Algorithms (in press)
    • Dombry, C., Guillotin-Plantard, N., Pinçon, B. and Schott, R. Data structures with dynamical random transitions. Random Structures and Algorithms (in press).
    • Dombry, C.1    Guillotin-Plantard, N.2
  • 44
    • 0003331047 scopus 로고    scopus 로고
    • Sequences, discrepancies and applications
    • Springer-Verlag
    • Drmota M., Tichy R. Sequences, discrepancies and applications. Lect. Notes Math. 1997, 1651. Springer-Verlag.
    • (1997) Lect. Notes Math. , vol.1651
    • Drmota, M.1    Tichy, R.2
  • 46
    • 0017449646 scopus 로고
    • Probabilistic Model of Computer Deadlock
    • Ellis C.A. Probabilistic Model of Computer Deadlock. IEEE Trans. on ASSP 1977, 12:43-60.
    • (1977) IEEE Trans. on ASSP , vol.12 , pp. 43-60
    • Ellis, C.A.1
  • 47
    • 4244146026 scopus 로고
    • Marches aléatoires sur le dual de SU(2)
    • Springer-Verlag
    • Eymard P., Roynette B. Marches aléatoires sur le dual de SU(2). Lect. Notes Math. 1975, 497:108-152. Springer-Verlag.
    • (1975) Lect. Notes Math. , vol.497 , pp. 108-152
    • Eymard, P.1    Roynette, B.2
  • 52
    • 21344456432 scopus 로고
    • An example illustrating the use of Gaussian methods
    • Special Issue, Proceedings of the Conference in honor to J.P. Kahane
    • Fernique X. Un exemple illustrant l'emploi des méthodes gaussiennes (french). J. Fouricr Anal. Appl. 1995, 209-213. Special Issue.
    • (1995) J. Fouricr Anal. Appl. , pp. 209-213
    • Fernique, X.1
  • 53
    • 0001740311 scopus 로고
    • Une majoration des fonctions aléatoires gaussiennes à valeurs vectorielles
    • Série I
    • Fernique X. Une majoration des fonctions aléatoires gaussiennes à valeurs vectorielles. C. R. Acad. Sci. Paris 1985, 300(Série I):315-318.
    • (1985) C. R. Acad. Sci. Paris , vol.300 , pp. 315-318
    • Fernique, X.1
  • 54
    • 0001656276 scopus 로고
    • Random functions with values in Luzin spaces
    • Fernique X. Fonctions aléatoires à valeurs dans les espaces Lusiniens (french). Expositiones Math. 1990, 8(4):289-364.
    • (1990) Expositiones Math. , vol.8 , Issue.4 , pp. 289-364
    • Fernique, X.1
  • 55
    • 84990705530 scopus 로고
    • The Evolution of Two Stacks in Bounded Space and Random Walks in a Triangle
    • Springer Verlag, Proceedings of FCT'86
    • Flajolet P. The Evolution of Two Stacks in Bounded Space and Random Walks in a Triangle. LNCS 1986, 233:425. Springer Verlag.
    • (1986) LNCS , vol.233 , pp. 425
    • Flajolet, P.1
  • 56
    • 0000967099 scopus 로고
    • Sequence of operations analysis for dynamic data structures
    • Flajolet P., Françon J., Vuillemin J. Sequence of operations analysis for dynamic data structures. J. of Algorithms. 1981, 1:111-141.
    • (1981) J. of Algorithms. , vol.1 , pp. 111-141
    • Flajolet, P.1    Françon, J.2    Vuillemin, J.3
  • 60
    • 0000660118 scopus 로고
    • The Dirichlet problem for an equation with periodic coefficients depending on a small parameter
    • I. Primenen 9
    • Freidlin M. The Dirichlet problem for an equation with periodic coefficients depending on a small parameter. Teor. Veroyatnost 1964, 133-139. I. Primenen 9.
    • (1964) Teor. Veroyatnost , pp. 133-139
    • Freidlin, M.1
  • 62
  • 63
    • 80455123156 scopus 로고
    • La loi des grands nombres pour les marches aléatoires sur le dual de SU(2)
    • Gallardo L., Ries V. La loi des grands nombres pour les marches aléatoires sur le dual de SU(2). Studia Mathematica 1979, 66:133-148.
    • (1979) Studia Mathematica , vol.66 , pp. 133-148
    • Gallardo, L.1    Ries, V.2
  • 64
    • 0031498330 scopus 로고    scopus 로고
    • Théorèmes ergodiques multidimensionnels et suites aléatoires universellement représentatives en moyenne
    • Gamet C., Schneider D. Théorèmes ergodiques multidimensionnels et suites aléatoires universellement représentatives en moyenne. Annales de l'institut Henri Poincaré 1997, 33(2):269-282.
    • (1997) Annales de l'institut Henri Poincaré , vol.33 , Issue.2 , pp. 269-282
    • Gamet, C.1    Schneider, D.2
  • 66
    • 0000049335 scopus 로고
    • Large deviations for a random walk in random environment
    • Greven A., Den Hollander F. Large deviations for a random walk in random environment. Ann. Probab. 1994, 22(3):1381-1428.
    • (1994) Ann. Probab. , vol.22 , Issue.3 , pp. 1381-1428
    • Greven, A.1    Den Hollander, F.2
  • 67
    • 0030639603 scopus 로고    scopus 로고
    • Asymptotics of a dynamic random walk in a random scenery
    • Série I
    • Guillotin N. Asymptotics of a dynamic random walk in a random scenery. C.-R. Acad.-Sci.-Paris 1997, 324:231-234. Série I.
    • (1997) C.-R. Acad.-Sci.-Paris , vol.324 , pp. 231-234
    • Guillotin, N.1
  • 69
    • 0009411003 scopus 로고    scopus 로고
    • Asymptotics of a dynamic random walk in a random scenery II. A functional limit theorem
    • Guillotin N. Asymptotics of a dynamic random walk in a random scenery II. A functional limit theorem. Markov Processes and Related Fields 1999, 5(2):201-218.
    • (1999) Markov Processes and Related Fields , vol.5 , Issue.2 , pp. 201-218
    • Guillotin, N.1
  • 70
  • 72
  • 73
    • 84882340196 scopus 로고    scopus 로고
    • Dynamic random walks on Heisenberg groups. Journal of Theoretical Probability (in press).
    • Guillotin-Plantard, N. and Schott, R. Dynamic random walks on Heisenberg groups. Journal of Theoretical Probability (in press).
    • Guillotin-Plantard, N.1    Schott, R.2
  • 74
    • 84882397112 scopus 로고    scopus 로고
    • Dynamic quantum Bernoulli random walks
    • (to appear in Infinite Dimensional Analysis, Quantum Probability and Related Topics)
    • Guillotin-Plantard N., Schott R. Dynamic quantum Bernoulli random walks. Prépublication Institut Elie Cartan 2005, 45. (to appear in Infinite Dimensional Analysis, Quantum Probability and Related Topics).
    • (2005) Prépublication Institut Elie Cartan , vol.45
    • Guillotin-Plantard, N.1    Schott, R.2
  • 76
    • 27844545794 scopus 로고    scopus 로고
    • Functional limit theorems for U-statistics indexed by a one-dimensional random walk
    • Guillotin-Plantard N., Ladret V. Functional limit theorems for U-statistics indexed by a one-dimensional random walk. ESAIM: Probability and statistics 2005, 9:98-115.
    • (2005) ESAIM: Probability and statistics , vol.9 , pp. 98-115
    • Guillotin-Plantard, N.1    Ladret, V.2
  • 78
    • 0001944866 scopus 로고
    • Sur la loi des grands nombres et le rayon spectral d'une marche aléatoire
    • Guivarc'h Y. Sur la loi des grands nombres et le rayon spectral d'une marche aléatoire. Astérisque 1980, 74:47-98.
    • (1980) Astérisque , vol.74 , pp. 47-98
    • Guivarc'h, Y.1
  • 80
    • 0242305974 scopus 로고
    • Prentice-Hall, K.M. Chandy, R.T. Yeh (Eds.)
    • Haberman A.N. System Deadlocks 1978, 256-297. Prentice-Hall. K.M. Chandy, R.T. Yeh (Eds.).
    • (1978) System Deadlocks , pp. 256-297
    • Haberman, A.N.1
  • 84
    • 0001455484 scopus 로고
    • Stochastic integral
    • Itô K. Stochastic integral. Proc. Imp. Acad. Tokyo 1944, 20:519-524.
    • (1944) Proc. Imp. Acad. Tokyo , vol.20 , pp. 519-524
    • Itô, K.1
  • 85
    • 2442534074 scopus 로고    scopus 로고
    • Decay of correlations for piecewise smooth maps with indifferent fixed points
    • Hu H. Decay of correlations for piecewise smooth maps with indifferent fixed points. Ergodic Theory Dyn. Syst. 2004, 24(2):495-524.
    • (2004) Ergodic Theory Dyn. Syst. , vol.24 , Issue.2 , pp. 495-524
    • Hu, H.1
  • 86
    • 84929976318 scopus 로고
    • On a formula concerning stochastic differential equations
    • Itô K. On a formula concerning stochastic differential equations. Nagoya Math. J. 1951, 3:55-65.
    • (1951) Nagoya Math. J. , vol.3 , pp. 55-65
    • Itô, K.1
  • 89
    • 0037234055 scopus 로고    scopus 로고
    • Sinai-Ruelle-Bowen measures for lattice dynamical systems
    • Jiang M. Sinai-Ruelle-Bowen measures for lattice dynamical systems. J. Stat. Phys. 2003, 111(3-4):863-902.
    • (2003) J. Stat. Phys. , vol.111 , Issue.3-4 , pp. 863-902
    • Jiang, M.1
  • 91
    • 0039817381 scopus 로고
    • Random ergodic theorems and Markoff processes with a stable distribution
    • University of California Press, Berkeley and Los Angeles
    • Kakutani S. Random ergodic theorems and Markoff processes with a stable distribution. Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability 1951, 247-261. University of California Press, Berkeley and Los Angeles.
    • (1951) Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability , pp. 247-261
    • Kakutani, S.1
  • 94
    • 0002456153 scopus 로고
    • A limit theorem related to a new class of self-similar processes
    • Kesten H., Spitzer F. A limit theorem related to a new class of self-similar processes. Z. Wahrsch. Verw. Gebiete 1979, 50:5-25.
    • (1979) Z. Wahrsch. Verw. Gebiete , vol.50 , pp. 5-25
    • Kesten, H.1    Spitzer, F.2
  • 96
    • 0009878522 scopus 로고    scopus 로고
    • A law of the iterated logarithm for stable processes in random scenery
    • Khoshnevisan D., Lewis T.M. A law of the iterated logarithm for stable processes in random scenery. Stochastic Process. Appl. 1998, 74:89-121.
    • (1998) Stochastic Process. Appl. , vol.74 , pp. 89-121
    • Khoshnevisan, D.1    Lewis, T.M.2
  • 99
    • 0022360954 scopus 로고
    • An Symptotic Theory of Large Deviations for Markov Jump Processes
    • Knessl C., Matkowsky B.J., Schuss Z, Tier C. An Symptotic Theory of Large Deviations for Markov Jump Processes. SIAM J. Appl. Math. 1985, 46:1006-1028.
    • (1985) SIAM J. Appl. Math. , vol.46 , pp. 1006-1028
    • Knessl, C.1    Matkowsky, B.J.2    Schuss, Z.3    Tier, C.4
  • 101
    • 0017537789 scopus 로고
    • Deletions that preserve randomness
    • Knuth D.E. Deletions that preserve randomness. Trans. Software Eng. 1977, 3:351-359.
    • (1977) Trans. Software Eng. , vol.3 , pp. 351-359
    • Knuth, D.E.1
  • 102
    • 0000627671 scopus 로고
    • Das Gesetz des iterierten Logarithmus
    • Kolmogorov A. Das Gesetz des iterierten Logarithmus. Math. Ann. 1929, 101:126-135.
    • (1929) Math. Ann. , vol.101 , pp. 126-135
    • Kolmogorov, A.1
  • 103
    • 42549172909 scopus 로고
    • A.Korányi Geometric properties of Heisenberg-type groups
    • A.Korányi Geometric properties of Heisenberg-type groups. Adv. Math. 1985, 56(1):28-38.
    • (1985) Adv. Math. , vol.56 , Issue.1 , pp. 28-38
    • Korányi, A.1
  • 104
    • 0037681396 scopus 로고
    • Geometric aspects of analysis on the Heisenberg group
    • Istituto Nazionale di Alta Matematica Francesco Severi, Roma, L. De Michele, F. Ricci (Eds.)
    • A.Korányi Geometric aspects of analysis on the Heisenberg group. Topics in modern harmonic analysis 1983, vol 1:209-258. Istituto Nazionale di Alta Matematica Francesco Severi, Roma. L. De Michele, F. Ricci (Eds.).
    • (1983) Topics in modern harmonic analysis , vol.1 , pp. 209-258
    • Korányi, A.1
  • 105
    • 0002035176 scopus 로고
    • Extension of the Pirogov-Sinai theory to a class of quasiperiodic interactions
    • Koukiou F., Petritis D., Zahradnik M. Extension of the Pirogov-Sinai theory to a class of quasiperiodic interactions. Commun. Math. Phys. 1988, 118:365-383.
    • (1988) Commun. Math. Phys. , vol.118 , pp. 365-383
    • Koukiou, F.1    Petritis, D.2    Zahradnik, M.3
  • 107
    • 0003105093 scopus 로고
    • Arbitrage and equilibrium in economies with infinitely many commodities
    • Kreps D.M. Arbitrage and equilibrium in economies with infinitely many commodities. J. Math. Econom. 1981, 8(1):15-35.
    • (1981) J. Math. Econom. , vol.8 , Issue.1 , pp. 15-35
    • Kreps, D.M.1
  • 111
    • 0010787447 scopus 로고
    • Familles de suites à discrépance faible obtenues par itérations de transformations de [0,1]
    • Séric I
    • Lapeyre B., Pagès G. Familles de suites à discrépance faible obtenues par itérations de transformations de [0,1]. C.-R. Acad.-Sci.-Paris 1989, 308:507-509. Séric I.
    • (1989) C.-R. Acad.-Sci.-Paris , vol.308 , pp. 507-509
    • Lapeyre, B.1    Pagès, G.2
  • 114
    • 0000448632 scopus 로고
    • A self-normalized law of the iterated logarithm for random walk in random scenery
    • Lewis T.M. A self-normalized law of the iterated logarithm for random walk in random scenery. J. Theor. Prob. 1992, 5(4):629-659.
    • (1992) J. Theor. Prob. , vol.5 , Issue.4 , pp. 629-659
    • Lewis, T.M.1
  • 115
    • 0000110199 scopus 로고
    • A law of the iterated logarithm for random walk in random scenery with deterministic normalizers
    • Lewis T.M. A law of the iterated logarithm for random walk in random scenery with deterministic normalizers. J. Theor. Prob. 1993, 6(2):209-230.
    • (1993) J. Theor. Prob. , vol.6 , Issue.2 , pp. 209-230
    • Lewis, T.M.1
  • 117
    • 21844512962 scopus 로고
    • Limit theorems for random walks with dynamical random transitions
    • Lin M., Rubshtein B., Wittmann R. Limit theorems for random walks with dynamical random transitions. Probab. Theory Relat. Fields 1994, 100:285-300.
    • (1994) Probab. Theory Relat. Fields , vol.100 , pp. 285-300
    • Lin, M.1    Rubshtein, B.2    Wittmann, R.3
  • 118
    • 84990576543 scopus 로고
    • Stochastic differential equations with reflecting boundary conditions
    • Lions P.-L., Sznitman A.-S. Stochastic differential equations with reflecting boundary conditions. Comm. Pure Appl. Math. 1984, 37:511-537.
    • (1984) Comm. Pure Appl. Math. , vol.37 , pp. 511-537
    • Lions, P.L.1    Sznitman, A.S.2
  • 119
    • 0032357405 scopus 로고    scopus 로고
    • Conformal measure and decay of correlation for covering weighted systems
    • Liverani C., Saussol B., Vaienti S. Conformal measure and decay of correlation for covering weighted systems. Ergodic Theory Dyn. Syst. 1998, 18:1399-1420.
    • (1998) Ergodic Theory Dyn. Syst. , vol.18 , pp. 1399-1420
    • Liverani, C.1    Saussol, B.2    Vaienti, S.3
  • 120
    • 0022938069 scopus 로고
    • Random walks, Gaussian processes and list structures
    • Louchard G. Random walks, Gaussian processes and list structures. Theoret. Comput. Sci. 1987, 53(1):99-124.
    • (1987) Theoret. Comput. Sci. , vol.53 , Issue.1 , pp. 99-124
    • Louchard, G.1
  • 121
    • 0029427534 scopus 로고
    • Some Distributed Algorithms Revisited
    • Louchard G. Some Distributed Algorithms Revisited. Commun. Statist.-Stochastic models 1995, 11(4):563-586.
    • (1995) Commun. Statist.-Stochastic models , vol.11 , Issue.4 , pp. 563-586
    • Louchard, G.1
  • 122
    • 84990647300 scopus 로고
    • Probabilistic Analysis of Some Distributed Algorithms
    • Louchard G., Schott R. Probabilistic Analysis of Some Distributed Algorithms. Random Structures and Algorithms 1991, 2:151-186.
    • (1991) Random Structures and Algorithms , vol.2 , pp. 151-186
    • Louchard, G.1    Schott, R.2
  • 126
    • 34347195512 scopus 로고
    • Products of independent random elements in a topological group
    • Loyns R.M. Products of independent random elements in a topological group. Zeitschrift für Warscheinlichkeitstheorie 1963, 1:446-455.
    • (1963) Zeitschrift für Warscheinlichkeitstheorie , vol.1 , pp. 446-455
    • Loyns, R.M.1
  • 128
    • 33745687155 scopus 로고
    • A path integral approach to data structures evolution
    • Maier R.S. A path integral approach to data structures evolution. Journal of Complexity 1991, 7(3):232-260.
    • (1991) Journal of Complexity , vol.7 , Issue.3 , pp. 232-260
    • Maier, R.S.1
  • 129
    • 84990679340 scopus 로고
    • Colliding Stacks: A Large Deviations Analysis
    • Maier R.S. Colliding Stacks: A Large Deviations Analysis. Random Structures and Algorithms 1991, 2:379-420.
    • (1991) Random Structures and Algorithms , vol.2 , pp. 379-420
    • Maier, R.S.1
  • 130
    • 84916567812 scopus 로고
    • Exhaustion of Shared Memory: Stochastic Results
    • Springer Verlag, Proceedings of WADS'93
    • Maier R.S., Schott R. Exhaustion of Shared Memory: Stochastic Results. LNCS no 709 1993, 494-505. Springer Verlag.
    • (1993) LNCS no 709 , pp. 494-505
    • Maier, R.S.1    Schott, R.2
  • 132
    • 0000501589 scopus 로고
    • Fractional Brownian motions, Fractional Noises and Applications
    • Mandelbrot B., Van Ness J.W. Fractional Brownian motions, Fractional Noises and Applications. SIAM Rev. 1968, 10:422-437.
    • (1968) SIAM Rev. , vol.10 , pp. 422-437
    • Mandelbrot, B.1    Van Ness, J.W.2
  • 134
    • 21344440957 scopus 로고    scopus 로고
    • Thermodynamics of a Brownian bridge polymer model in a random environment
    • Martinez S., Pétritis D. Thermodynamics of a Brownian bridge polymer model in a random environment. J. Phys. A 1996, 29(6):1267-1279.
    • (1996) J. Phys. A , vol.29 , Issue.6 , pp. 1267-1279
    • Martinez, S.1    Pétritis, D.2
  • 135
    • 84873658359 scopus 로고    scopus 로고
    • Financial Markets, Stochastic Analysis and the Pricing of Derivative Securities
    • American Mathematical Society
    • Mel'nikov A.V. Financial Markets, Stochastic Analysis and the Pricing of Derivative Securities. Translation of Mathematical Monographs 1999, 184. American Mathematical Society.
    • (1999) Translation of Mathematical Monographs , vol.184
    • Mel'nikov, A.V.1
  • 136
    • 0003359771 scopus 로고
    • Quantum Probability for Probabilists
    • Springer-Verlag
    • Meyer P.A. Quantum Probability for Probabilists. Lect. Notes Math. 1993, 1538. Springer-Verlag.
    • (1993) Lect. Notes Math. , vol.1538
    • Meyer, P.A.1
  • 137
    • 34248474317 scopus 로고
    • Option pricing when underlying stock returns are discontinuous
    • Merton R. Option pricing when underlying stock returns are discontinuous. J. Finan. Econom. 1976, 3:125-144.
    • (1976) J. Finan. Econom. , vol.3 , pp. 125-144
    • Merton, R.1
  • 139
    • 33748936099 scopus 로고    scopus 로고
    • Probabilities on the Heisenberg group
    • Springer Verlag
    • Neuenschwander D. Probabilities on the Heisenberg group. Lect. Notes Math. 1996, 1630. Springer Verlag.
    • (1996) Lect. Notes Math. , vol.1630
    • Neuenschwander, D.1
  • 140
    • 34249754272 scopus 로고
    • On the local and asymptotic behavior of Brownian motion on simply connected Lie groups
    • Neuenschwander D., Schott R. On the local and asymptotic behavior of Brownian motion on simply connected Lie groups. J. Theoret. Probab. 1995, 8(4):795-806.
    • (1995) J. Theoret. Probab. , vol.8 , Issue.4 , pp. 795-806
    • Neuenschwander, D.1    Schott, R.2
  • 141
    • 0001421474 scopus 로고
    • An invariance principle for certain dependent sequences
    • Newman C.M., Wright A.L. An invariance principle for certain dependent sequences. Annals of probability 1981, 9:671-675.
    • (1981) Annals of probability , vol.9 , pp. 671-675
    • Newman, C.M.1    Wright, A.L.2
  • 143
    • 21244464929 scopus 로고    scopus 로고
    • Central limit theorems for tagged particles and for diffusions in random environment
    • Société Mathématique de France, Paris, F. Comets (Ed.) Random media
    • Olla S. Central limit theorems for tagged particles and for diffusions in random environment. Panor. Synth. 2003, 12:75-100. Société Mathématique de France, Paris. F. Comets (Ed.).
    • (2003) Panor. Synth. , vol.12 , pp. 75-100
    • Olla, S.1
  • 145
    • 0031526666 scopus 로고    scopus 로고
    • Sequences with low discrepancy and pseudo-random numbers: theoretical remarks and numerical tests
    • Pagès G., Xiao Y.J. Sequences with low discrepancy and pseudo-random numbers: theoretical remarks and numerical tests. Journal of Statistical Computation and Simulation 1997, 56:163-183.
    • (1997) Journal of Statistical Computation and Simulation , vol.56 , pp. 163-183
    • Pagès, G.1    Xiao, Y.J.2
  • 146
    • 0001573698 scopus 로고    scopus 로고
    • Pardoux É. Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: a probabilistic approach
    • Pardoux É. Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: a probabilistic approach. J. Funct. Anal. 1999, 167:498-520.
    • (1999) J. Funct. Anal. , vol.167 , pp. 498-520
    • Pardoux, E.1
  • 147
    • 0009407827 scopus 로고    scopus 로고
    • Averaging of backward stochastic differential equations, with application to semi-linear PDE's
    • Pardoux É., Veretennikov A.Yu. Averaging of backward stochastic differential equations, with application to semi-linear PDE's. Stochastics Stochastics Rep. 1997, 60:255-270.
    • (1997) Stochastics Stochastics Rep. , vol.60 , pp. 255-270
    • Pardoux, E.1    Veretennikov, A.2
  • 148
    • 45549101835 scopus 로고
    • A generalized Biane's process
    • Springer Verlag
    • Parthasarathy K.R. A generalized Biane's process. Lect. Notes Math. 1990, 1426:345-348. Springer Verlag.
    • (1990) Lect. Notes Math. , vol.1426 , pp. 345-348
    • Parthasarathy, K.R.1
  • 151
    • 51249185195 scopus 로고
    • First return map and invariant measures
    • Pianigiani G. First return map and invariant measures. Isr. J. Math. 1980, 35:32-48.
    • (1980) Isr. J. Math. , vol.35 , pp. 32-48
    • Pianigiani, G.1
  • 152
    • 0003323341 scopus 로고
    • Positive harmonic functions and diffusion
    • Cambridge University Press, Cambridge
    • Pinsky R.G. Positive harmonic functions and diffusion. Cambridge Studies in Advanced Mathematics 1995, 45. Cambridge University Press, Cambridge.
    • (1995) Cambridge Studies in Advanced Mathematics , vol.45
    • Pinsky, R.G.1
  • 158
    • 0000605830 scopus 로고
    • Stochastic differential equations for multidimensional domain with reflecting boundary
    • Saisho Y. Stochastic differential equations for multidimensional domain with reflecting boundary. Probab. Theory Related Fields 1987, 74:455-477.
    • (1987) Probab. Theory Related Fields , vol.74 , pp. 455-477
    • Saisho, Y.1
  • 159
    • 38249008697 scopus 로고
    • A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time, Insurance
    • Schachermeyer W. A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time, Insurance. Math. Econom. 1992, 11:249-257.
    • (1992) Math. Econom. , vol.11 , pp. 249-257
    • Schachermeyer, W.1
  • 160
    • 84986777994 scopus 로고
    • Martingale measures for discrete-time processes with infinite horizon
    • Schachermayer W. Martingale measures for discrete-time processes with infinite horizon. Math. Finance 1994, 4(no. 1):25-55.
    • (1994) Math. Finance , vol.4 , Issue.1 , pp. 25-55
    • Schachermayer, W.1
  • 161
    • 0000339675 scopus 로고
    • Simultaneous approximation to algebraic numbers by rationals
    • Schmidt W.M. Simultaneous approximation to algebraic numbers by rationals. Acta Math. 1970, 125:189-201.
    • (1970) Acta Math. , vol.125 , pp. 189-201
    • Schmidt, W.M.1
  • 162
    • 0001116462 scopus 로고
    • Convergence presque sûre de moyennes ergodiques perturbées
    • Série I
    • Schneider D. Convergence presque sûre de moyennes ergodiques perturbées. C. R. Acad. Sci. Paris 1994, 319:1201-1206. Série I.
    • (1994) C. R. Acad. Sci. Paris , vol.319 , pp. 1201-1206
    • Schneider, D.1
  • 163
    • 84882345508 scopus 로고
    • Convergence presque sûre de moyennes ergodiques perturbées
    • Schneider D. Convergence presque sûre de moyennes ergodiques perturbées. Thèse, I.R.M.A., Strasbourg 1994.
    • (1994) Thèse, I.R.M.A., Strasbourg
    • Schneider, D.1
  • 164
    • 0002583916 scopus 로고    scopus 로고
    • Théorèmes ergodiques perturbés
    • Schneider D. Théorèmes ergodiques perturbés. Israel Journal of Mathematics 1997, 101:157-178.
    • (1997) Israel Journal of Mathematics , vol.101 , pp. 157-178
    • Schneider, D.1
  • 165
    • 0043187201 scopus 로고    scopus 로고
    • Polynômes trigonométriques et marches aléatoires multidimensionnelles: application à la théorie ergodique
    • Schneider D. Polynômes trigonométriques et marches aléatoires multidimensionnelles: application à la théorie ergodique. Ann. Inst. H. Poincaré Probab. Statist. 2000, 36(5):617-646.
    • (2000) Ann. Inst. H. Poincaré Probab. Statist. , vol.36 , Issue.5 , pp. 617-646
    • Schneider, D.1
  • 167
    • 0003342920 scopus 로고
    • White Noise on Bialgebras
    • Springer Verlag
    • Schürmann M. White Noise on Bialgebras. Lect. Notes Math. 1991, 1544. Springer Verlag.
    • (1991) Lect. Notes Math. , vol.1544
    • Schürmann, M.1
  • 169
    • 0042608558 scopus 로고    scopus 로고
    • Numerical analysis of SDE without tears
    • Marcel Dekker, Basel, D. Kannan, V. Lakshmikantham (Eds.)
    • Schurz H. Numerical analysis of SDE without tears. Handbook of Stochastic Analysis and Applications 2002, 237-359. Marcel Dekker, Basel. D. Kannan, V. Lakshmikantham (Eds.).
    • (2002) Handbook of Stochastic Analysis and Applications , pp. 237-359
    • Schurz, H.1
  • 174
    • 18044404434 scopus 로고    scopus 로고
    • Euler's approximations of solutions of SDEs with reflecting boundary
    • Slomiński L. Euler's approximations of solutions of SDEs with reflecting boundary. Stochastic Process. Appl. 2001, 94:317-337.
    • (2001) Stochastic Process. Appl. , vol.94 , pp. 317-337
    • Slomiński, L.1
  • 175
    • 0002967245 scopus 로고
    • Random walks in a random environment
    • Solomon F. Random walks in a random environment. Annals of Probability 1975, 3(1):1-31.
    • (1975) Annals of Probability , vol.3 , Issue.1 , pp. 1-31
    • Solomon, F.1
  • 176
    • 0347349326 scopus 로고    scopus 로고
    • Fractional Brownian motion, random walks and binary market models
    • Sottinen T. Fractional Brownian motion, random walks and binary market models. Finance Stochast. 2001, 5:343-355.
    • (2001) Finance Stochast. , vol.5 , pp. 343-355
    • Sottinen, T.1
  • 177
    • 7444250256 scopus 로고    scopus 로고
    • On arbitrage and replication in the fractional Black-Scholes pricing model
    • Sottinen T., Valkeila E. On arbitrage and replication in the fractional Black-Scholes pricing model. Statistics & Decisions 2003, 21:137-151.
    • (2003) Statistics & Decisions , vol.21 , pp. 137-151
    • Sottinen, T.1    Valkeila, E.2
  • 179
  • 180
    • 0001736303 scopus 로고
    • A new representation for stochastic integrals and equations
    • Stratonovich R.L. A new representation for stochastic integrals and equations. SIAM J. Control. 1966, 4:362-371.
    • (1966) SIAM J. Control. , vol.4 , pp. 362-371
    • Stratonovich, R.L.1
  • 181
    • 0000868317 scopus 로고
    • Arbitrage et lois de martingale (French, English: Arbitrage and martingale laws
    • Stricker C. Arbitrage et lois de martingale (French, English: Arbitrage and martingale laws. Ann. Inst. H. Poincaré Probab. Statist. 1990, 26(3):451-460.
    • (1990) Ann. Inst. H. Poincaré Probab. Statist. , vol.26 , Issue.3 , pp. 451-460
    • Stricker, C.1
  • 184
    • 84972526612 scopus 로고
    • Stochastic differential equations with reflecting boundary condition in convex regions
    • Tanaka H. Stochastic differential equations with reflecting boundary condition in convex regions. Hiroshima Math. J. 1979, 9:163-177.
    • (1979) Hiroshima Math. J. , vol.9 , pp. 163-177
    • Tanaka, H.1
  • 185
    • 0001824936 scopus 로고
    • The analysis of finite security markets using martingales
    • Taqqu M.S., Willinger W. The analysis of finite security markets using martingales. Adv. Appl. Probab. 1987, 19:1-25.
    • (1987) Adv. Appl. Probab. , vol.19 , pp. 1-25
    • Taqqu, M.S.1    Willinger, W.2
  • 186
    • 51249180929 scopus 로고
    • Estimates of the invariant densities of endomorphisms with indifferent fixed points
    • Thaler M Estimates of the invariant densities of endomorphisms with indifferent fixed points. Israel. J. Math. 1980, 37:303-314.
    • (1980) Israel. J. Math. , vol.37 , pp. 303-314
    • Thaler, M.1
  • 187
    • 84981759111 scopus 로고
    • Asymptotic probabilities and differential equations
    • Varadhan S.R.S. Asymptotic probabilities and differential equations. Comm. on Pure and Applied Math. 1966, 19:261-286.
    • (1966) Comm. on Pure and Applied Math. , vol.19 , pp. 261-286
    • Varadhan, S.R.S.1
  • 188
    • 0009751342 scopus 로고
    • An Analysis of a Memory Allocation Scheme for Implementing Stacks
    • Yao A.C. An Analysis of a Memory Allocation Scheme for Implementing Stacks. SIAM J. Comput. 1981, 10:398-403.
    • (1981) SIAM J. Comput. , vol.10 , pp. 398-403
    • Yao, A.C.1
  • 189
    • 0013277471 scopus 로고
    • Sur la disparition de la propriété de Denjoy-Koksma en dimension 2
    • Yoccoz J-C. Sur la disparition de la propriété de Denjoy-Koksma en dimension 2. Astérisque 1995, 231.
    • (1995) Astérisque , vol.231
    • Yoccoz, J.C.1
  • 190
    • 0001396372 scopus 로고    scopus 로고
    • Recurrence times and rates of mixing
    • Young L. Recurrence times and rates of mixing. Isr. J. Math. 1998, 110:153-188.
    • (1998) Isr. J. Math. , vol.110 , pp. 153-188
    • Young, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.