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Record W4405724763 · doi:10.1214/24-ecp646

A criterion for absolute continuity relative to the law of fractional Brownian motion

2024· article· en· W4405724763 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueElectronic Communications in Probability · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Waterloo
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMathematicsFractional Brownian motionAbsolute (philosophy)Brownian motionReflected Brownian motionMathematical analysisBrownian excursionGeometric Brownian motionWiener processLawCalculus (dental)Diffusion processStatistics

Abstract

fetched live from OpenAlex

Let X be the sum of a fractional Brownian motion with Hurst parameter H and an absolutely continuous and adapted drift process. We establish a simple criterion that guarantees that the law of X is absolutely continuous with respect to the law of the original fractional Brownian motion. For H<1∕2, the trajectories of the derivative of the drift need to be bounded by an almost surely finite random variable; for H>1∕2, they need to satisfy a Hölder condition with some exponent larger than 2H−1. These are almost-sure conditions, and no expectation requirements are imposed. For the case in which X arises as the solution of a nonlinear stochastic integral equation driven by fractional Brownian motion, we provide a simple criterion on the drift coefficient under which the law of X is automatically equivalent to the one of fractional Brownian motion.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.988
Threshold uncertainty score0.321

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.043
GPT teacher head0.294
Teacher spread0.251 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it