{"entities":{"Q796903":{"pageid":798751,"ns":120,"title":"Item:Q796903","lastrevid":48728011,"modified":"2026-01-05T17:43:13Z","type":"item","id":"Q796903","labels":{"en":{"language":"en","value":"Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 3866317"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796903$71DF6B6D-489A-44A1-A3E5-A9CB22F6A1FF","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4f0ae41a79a8c1142dd1ee36208f2add396a2cac","datavalue":{"value":{"text":"Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q796903$A44CE054-8CE0-4786-932D-A69886E29F23","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cd46200598dcfee20723edc1887226307c2bdde1","datavalue":{"value":"0544.60069","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796903$A1B13A4F-E3D5-4D5A-A6B8-CB88BB927CCD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"714704ee6d0f362dc8789a3142a065c444994332","datavalue":{"value":{"entity-type":"item","numeric-id":180799,"id":"Q180799"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796903$E11B3F41-6230-4F6E-B16E-20878944F3C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8fd9e4c29c7e122e30f23d57a2081b3092f38ba5","datavalue":{"value":{"entity-type":"item","numeric-id":586458,"id":"Q586458"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796903$A9D87244-F877-464F-AF18-FF78D51ACB49","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796903$771DAC67-1D77-49E5-8707-B9E70774DD9D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2ee0f220147ae8bc749a64db56839865dbc4f127","datavalue":{"value":{"time":"+1984-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q796903$3557A282-4213-4FC1-8743-03C02AD91A19","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"1a9b47fa9d141dcb27e7669d96081240495a66ab","datavalue":{"value":"Using the Feynman-Kac formula and Laplace transform the authors compute the joint density of Brownian motion, its local time at the origin, and its occupation time of \\([0,\\infty)\\), with zero and nonzero initial condition. From these results and the Girsanov transformation the transition probabilities of a Brownian motion whose drift switches between two values as the process crosses a threshold is obtained.","type":"string"},"datatype":"string"},"type":"statement","id":"Q796903$145F67A2-CDDA-4CE0-999D-331D30704300","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796903$52D91669-22C8-4494-882F-7AF53348F98C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796903$25C43264-59B1-414A-83CE-A0DCB2E60AB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"43c201755fcafd36f50e8b92611d32a8e3c1f461","datavalue":{"value":"60G17","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796903$6B237A25-53AB-435E-B2F7-5C68CC10DAF9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6a0fd3736618dca8e0fddcdf729b13a69721d802","datavalue":{"value":"3866317","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796903$AE885D1F-BFDD-442B-ABC2-51C984B8D808","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0819f0e359457da8ab49ed1a9e9e0976a6be3f92","datavalue":{"value":"Feynman-Kac formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q796903$C60F32C2-152E-4D40-9E96-129CD0345E94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e94d21cd393592d91d97b6de92354310cce78353","datavalue":{"value":"local time","type":"string"},"datatype":"string"},"type":"statement","id":"Q796903$7D7CEED5-ABD4-41EE-8DB4-3FE37FBD2B56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b5d9f8086234722c16b4e82c5623ca398c517b6c","datavalue":{"value":"occupation time","type":"string"},"datatype":"string"},"type":"statement","id":"Q796903$8FD3D28D-9073-42A7-B887-D07D0B9448E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1a81098bd96978fbce62bc68979e7442eac65ae0","datavalue":{"value":"Girsanov transformation","type":"string"},"datatype":"string"},"type":"statement","id":"Q796903$7C6F9A2C-96FC-49AB-878E-50A743BE32C0","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"de1d1c2e1c6bfdfb0344bb0181fe84e959c1c5f9","datavalue":{"value":{"entity-type":"item","numeric-id":589933,"id":"Q589933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796903$1F2EB111-4DA4-47F3-BCDB-78A5486E0C8A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796903$BFCA57C6-E6E5-4586-942B-4BFFC9653E5B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ec9f5bece7a8c1cd723b414100003ab29bbd1c90","datavalue":{"value":"https://doi.org/10.1214/aop/1176993230","type":"string"},"datatype":"url"},"type":"statement","id":"Q796903$7D569D8C-30F5-4B5C-BEDB-664E6AB3604B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"bc3b733118e723976f70f4a41469aace5ae4fcf4","datavalue":{"value":"W2080276169","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796903$43451202-5CBF-4DF5-9659-5A72C50DEA24","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f02238270b6dc6b928c7d2742e1d16b7d4d2dacb","datavalue":{"value":"10.1214/AOP/1176993230","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796903$315F73C3-673F-4B5D-9ADD-9D83CDAEEE1C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"829ab6b9747077d3302c7825ca50d98241f1fca2","datavalue":{"value":{"entity-type":"item","numeric-id":1950748,"id":"Q1950748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7dcd90c2e29b3fc9d39e321277495b83774ad79d","datavalue":{"value":{"amount":"+0.7954211235046387","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796903$95F13E93-2A65-46E7-BA36-D674E2E87B3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e24077c08de1f2696269260c3cb3f5929379a8d8","datavalue":{"value":{"entity-type":"item","numeric-id":5202604,"id":"Q5202604"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8e92d31792bcce6c35446542e13a5e735670c663","datavalue":{"value":{"amount":"+0.7576442360877991","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796903$FD34D12A-E6FD-41C3-A8F8-A49568E198C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"75b4e8f1753bd6d702a030168f976db4554771da","datavalue":{"value":{"entity-type":"item","numeric-id":3779541,"id":"Q3779541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"789ce0345b2a5e4f3a7595b51c4301729dd58a87","datavalue":{"value":{"amount":"+0.7570862770080566","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796903$38FE70C0-D227-4884-AB38-BB8D4DD24289","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f8b4f390cac135d80e5f6da7ff52b4c890ba612c","datavalue":{"value":{"entity-type":"item","numeric-id":3026004,"id":"Q3026004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dd5062e988e41103dbebf35e096d9374b0d4b920","datavalue":{"value":{"amount":"+0.749800443649292","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796903$C7410866-ABCE-411F-BCA9-E4DAB33AB5AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1a9f0ab888c6f0c935a54aae4351317c689f8dbf","datavalue":{"value":{"entity-type":"item","numeric-id":2328842,"id":"Q2328842"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ad7df8a3ee9864c4c3a12d4f4261edd177291d82","datavalue":{"value":{"amount":"+0.74947190284729","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796903$F3464B79-4AFC-420F-8D81-6F2ED6C87314","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:796903","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:796903"}}}}}