Perturbed and non-perturbed Brownian taboo processes

Perturbed and Non-perturbed Brownian Taboo Processes

– In this paper we study the Brownian taboo process, which is a version of Brownian motion conditioned to stay within a finite interval, and the α-perturbed Brownian taboo process, which is an analogous version of an α-perturbed Brownian motion.We are particularly interested in the asymptotic behaviour of the supremum of the taboo process, and our main results give integral tests for upper and ...

Perturbed Brownian Motions

Some calculations for perturbed brownian motion

© Springer-Verlag, Berlin Heidelberg New York, 1998, tous droits réservés. L’accès aux archives du séminaire de probabilités (Strasbourg) (http://portail. mathdoc.fr/SemProba/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impressio...

Non-iterative Estimation with Perturbed Gaussian Markov Processes

We develop an approach for estimation with Gaussian Markov processes that imposes a smoothness prior while allowing for discontinuities. Instead of propagating information laterally between neighboring nodes in a graph, we study the posterior distribution of the hidden nodes as a whole—how it is perturbed by invoking discontinuities, or weakening the edges, in the graph. We show that the result...

Perturbed Random Walks and Brownian Motions, and Local Times

This paper is based on two talks given by the author in the Albany meeting in the summer of The rst of these which dealt with perturbed Brownian motion and random walk is discussed in Section and the second which involved Brownian local times is the subject of Section