Reflecting Brownian motion in generalized parabolic domains: Explosion and superdiffusivity (2023)
Attributed to:
DMS-EPSRC: Fast martingales, large deviations and randomised gradients for heavy-tailed target distributions
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1214/22-aihp1309
Publication URI: http://dx.doi.org/10.1214/22-aihp1309
Type: Journal Article/Review
Parent Publication: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
Issue: 4