Brownian Motion at a Slow Point (Q3738336): Difference between revisions

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+Study of a filtration expanded to include an honest time
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+Sample path properties of stochastic integrals, and stochastic differentiation
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+Q3216028
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+On the Hausdorff dimension of the Brownian slow points
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+Brownian slow points: The critical case
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+A conditioned limit theorem for random walk and Brownian local time on square root boundaries
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+Functional central limit theorems for random walks conditioned to stay positive
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+Semi-martingales et grossissement d'une filtration
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+An iterated logarithm law for local time
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+Brownian first exit from and sojourn over one sided moving boundary and application
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+On the uniqueness of solutions of stochastic differential equations
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+On the strong comparison theorems for solutions of stochastic differential equations
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