Large deviations for subordinated Brownian motion and applications (Q2453887): Difference between revisions

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-Janusz Gajda
@@ Property / author: Janusz Gajda / rank @@
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+Janusz Gajda
@@ Property / author: Janusz Gajda / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2014.02.003
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@@ Property / OpenAlex ID @@
+W2093124498
@@ Property / OpenAlex ID: W2093124498 / rank @@
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@@ Property / cites work @@
+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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+Brownian subordinators and fractional Cauchy problems
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+The exit distribution for iterated Brownian motion in cones
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+Inequalities for increments of stochastic processes and moduli of continuity
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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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+On the occupation time of an iterated process having no local time
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+Iterated Brownian motion in an open set.
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+Chung's law of the iterated logarithm for iterated Brownian motion
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+A renewal-process-type expression for the moments of inverse subordinators
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+Isoperimetric-type inequalities for iterated Brownian motion in \(\mathbb R^n\)
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+Laws of the iterated logarithm for a class of iterated processes
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+Local times and related properties of multidimensional iterated Brownian motion
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@@ links / mardi / name / links / mardi / name @@
+Publication:2453887