Super-Brownian motion: Path properties and hitting probabilities

Author:

Dawson D. A.,Iscoe I.,Perkins E. A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference42 articles.

1. Albeverio, S., Fenstad, J.E., Hoegh-Krohn, R., Lindstrom, T.: Nonstandard methods in stochastic analysis and mathematical physics. New York: Academic Press 1986

2. Anderson, R.M., Rashid, S.: A nonstandard characterization of weak convergence. Proc. Am. Math. Soc. 69, 327?332 (1978)

3. Ciesielski, Z., Taylor, S.J.: First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path. Trans. Am. Math. Soc. 103, 434?450 (1962)

4. Cutland, N.: Nonstandard measure theory and its applications. Bull. London Math. Soc. 15, 529?589 (1983)

5. Cutler, C.: Some measure-theoretical and topological results for measure-valued and set-valued stochastic processes, Ph.D. thesis, Carleton University 1984

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