Conditioning diffusion processes with respect to the local time at the origin (Q5055381): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Conditional brownian motion and the boundary limits of harmonic functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3342857 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4508926 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5506192 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5450336 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Excursions in Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time to reach maximum for a variety of constrained Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian Local Times and Taboo Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On evaluating the Donsker-Varadhan I-function / rank
 
Normal rank
Property / cites work
 
Property / cites work: On diffusions that cannot escape from a convex set / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact and efficient sampling of conditioned walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: A diffusion process with killing: The time to formation of recurrent deleterious mutant genes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Class of Diffusion Processes with Killing Arising in Population Genetics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasistationary distributions for one-dimensional diffusions with killing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasilimiting behavior for one-dimensional diffusions with killing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov processes conditioned on their location at large exponential times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditioned stochastic differential equations: theory, examples and application to finance. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strongly constrained stochastic processes: the multi-ends Brownian bridge / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditioning two diffusion processes with respect to their first-encounter properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generating constrained run-and-tumble trajectories / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constraint Ornstein-Uhlenbeck bridges / rank
 
Normal rank
Property / cites work
 
Property / cites work: Microcanonical conditioning of Markov processes on time-additive observables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating rare events in dynamical processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The physicist's companion to current fluctuations: one-dimensional bulk-driven lattice gases / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generic dynamical phase transition in one-dimensional bulk-driven lattice gases with exclusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity and large deviations in physical systems with stochastic dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Thermodynamic formalism for systems with Markov dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Deviations and Ensembles of Trajectories in Stochastic Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bethe Ansatz for the weakly asymmetric simple exclusion process and phase transition in the current distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transition probabilities and dynamic structure function in the ASEP conditioned on strong flux / rank
 
Normal rank
Property / cites work
 
Property / cites work: Microscopic structure of shocks and antishocks in the ASEP conditioned on low current / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonequilibrium Markov processes conditioned on large deviations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to dynamical large deviations of Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusions conditioned on occupation measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of non-equilibrium in classical and quantum systems: slow relaxation and glasses, dynamical large deviations, quantum non-ergodicity, and open quantum dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations conditioned on large deviations II: Fluctuating hydrodynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-deviation theory for a Brownian particle on a ring: a WKB approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations of currents in diffusions with reflective boundaries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Revisiting the Ruelle thermodynamic formalism for Markov trajectories with application to the glassy phase of random trap models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Fokker-Planck equation. Methods of solutions and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian motion with dry friction: Fokker–Planck approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian motion with dry friction / rank
 
Normal rank

Revision as of 02:37, 31 July 2024

scientific article; zbMATH DE number 7632698
Language Label Description Also known as
English
Conditioning diffusion processes with respect to the local time at the origin
scientific article; zbMATH DE number 7632698

    Statements

    Conditioning diffusion processes with respect to the local time at the origin (English)
    0 references
    0 references
    0 references
    13 December 2022
    0 references
    Brownian motion
    0 references
    diffusion
    0 references
    large deviations in non-equilibrium systems
    0 references
    stochastic particle dynamics
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers