Large deviations for local time fractional Brownian motion and applications (Q936601): Difference between revisions

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+Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
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+Brownian-time processes: The PDE connection and the half-derivative generator
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+On the character of convergence to Brownian local time. I
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+On the character of convergence to Brownian local time. II
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+On the occupation time of an iterated process having no local time
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+Global Strassen-type theorems for iterated Brownian motions
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+The local time of iterated Brownian motion
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+Strassen theorems for a class of iterated processes
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+Iterated Brownian motion in an open set.
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+A lower lipschitz condition for the stable subordinator
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+Laws of the iterated logarithm for iterated Wiener processes
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+Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
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+Chung's law of the iterated logarithm for iterated Brownian motion
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+Brownian intersection local times: Upper tail asymptotics and thick points
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+Iterated Brownian motion in parabola-shaped domains
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+Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
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+Higher order PDE’s and iterated processes
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+Isoperimetric-type inequalities for iterated Brownian motion in \(\mathbb R^n\)
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+Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
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+Local times and related properties of multidimensional iterated Brownian motion
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