85 Publications (Page 4 of 4)
2008
Isoperimetric-type inequalities for iterated Brownian motion in
Nane, Erkan
Statistics & Probability Letters, vol. 78, (no. 1), pp. 95, 2008. | Journal Article
Large deviations for local time fractional Brownian motion and applications
Meerschaert, Mark M⋅Nane, Erkan and Xiao, Yimin
Journal of Mathematical Analysis and Applications, vol. 346, (no. 2), pp. 445, 2008. | Journal Article
2007
LIFETIME ASYMPTOTICS OF ITERATED BROWNIAN MOTION IN Rn
Nane, Erkan
ESAIM Probability and Statistics, vol. 11, pp. 147-160, 2007. | Journal Article
Symmetric $\alpha$-stable subordinators and Cauchy problems
Nane, Erkan
2007-09-12. | Journal Article
2006
Iterated Brownian motion in bounded domains in
Nane, Erkan
Stochastic Processes and their Applications, vol. 116, (no. 6), pp. 916, 2006. | Journal Article
Iterated Brownian motion in bounded domains in Rn
Nane, Erkan
Stochastic Processes and their Applications, vol. 116, (no. 6), pp. 916, 2006-06-00. | Journal Article
Iterated Brownian Motion in Parabola-Shaped Domains
Nane, Erkan
Potential Analysis, vol. 24, (no. 2), pp. 123, 20060300. | Journal Article
Iterated Brownian motion: Lifetime asymptotics and isoperimetric-type inequalities (Dissertation)
Nane, Erkan (2006).
Laws of the iterated logarithm for $\alpha$-time Brownian motion
Nane, Erkan
Electronic Journal of Probability, vol. 11, pp. 459, 2006-00-00. | Journal Article
2005
Laws of the iterated logarithm for \alpha-time Brownian motion
Nane, Erkan
2005-08-15. | Journal Article