Search results
From MaRDI portal
- estimator of \(\alpha\)-Brownian bridge 2018-06-20 Paper Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge 2017-10-10 Paper Sharp...10 bytes (16 words) - 17:23, 11 December 2023
- Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments 2008-03-16 Paper Method for constructing Stieltjes...10 bytes (16 words) - 19:33, 24 September 2023
- regularity of the local time of the Brownian bridge 2022-12-05 Paper Some results on the generalized Brownian bridge 2022-10-25 Paper...10 bytes (16 words) - 01:16, 25 September 2023
- first-hitting times of a Brownian motion with a change point 2018-08-20 Paper Bayesian disorder problem for the Brownian bridge 2017-03-03 Paper...10 bytes (18 words) - 03:50, 7 October 2023
- regularity of the local time of the Brownian bridge 2022-12-05 Paper Some results on the generalized Brownian bridge 2022-10-25 Paper Continuity in law...10 bytes (16 words) - 09:36, 7 October 2023
- Vervaat transform of Brownian bridges and Brownian motion 2015-08-07 Paper The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime...10 bytes (19 words) - 20:32, 8 December 2023
- fractional Brownian motion 2022-10-13 Paper Randomness and fractional stable distributions 2022-07-05 Paper Fractional randomness and the Brownian bridge 2022-06-28...10 bytes (16 words) - 00:13, 9 December 2023
- trials 2005-09-05 Paper Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test 2004-09-27 Paper...10 bytes (16 words) - 12:23, 28 January 2024
- of Gaussian sea waves 2005-10-18 Paper Non-linear functionals of the Brownian bridge and some applications. 2004-09-22 Paper Convergence of non-linear functionals...10 bytes (18 words) - 19:53, 12 December 2023
- 1995-06-13 Paper Some properties of Brownian motion in a cone 1995-05-14 Paper Some comments on the paper “brownian bridge asymptotics for random mappings”...10 bytes (16 words) - 09:44, 9 December 2023
- the law of the modulus of the Brownian bridge 2019-07-31 Paper Strong Feller property of sticky reflected distorted Brownian motion 2018-08-16 Paper Stochastic...10 bytes (16 words) - 16:47, 10 December 2023
- INFINITE SYSTEM OF BROWNIAN BALLS: EQUILIBRIUM MEASURES ARE CANONICAL GIBBS 2006-05-03 Paper Duality formula for the bridges of a Brownian diffusion: Application...10 bytes (16 words) - 23:04, 9 December 2023
- striking identities about the exponential functionals of the Brownian bridge and Brownian motion 2005-06-22 Paper Free Wishart processes 2005-06-14 Paper...10 bytes (18 words) - 15:56, 7 December 2023
- time-changed Brownian motions 2023-07-06 Paper Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion 2023-07-03...10 bytes (17 words) - 23:29, 10 December 2023
- INTEGRAL ON A MANIFOLD 2004-06-09 Paper Brownian surfaces with boundary and Deligne cohomology 2004-05-27 Paper Brownian cylinders and intersecting branes 2004-05-27...10 bytes (16 words) - 04:00, 9 December 2023
- theorems for perturbed Brownian motion 1998-11-23 Paper Perturbed Brownian motions 1998-04-01 Paper On the distribution of Brownian areas 1997-09-01 Paper...10 bytes (16 words) - 14:04, 12 December 2023
- 2006-02-08 Paper A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend 2005-09-29 Paper Adaptive two-stage test procedures...10 bytes (16 words) - 12:23, 28 January 2024
- examples 2017-12-22 Paper On the semi-classical Brownian bridge measure 2017-10-25 Paper Reflected Brownian motion: selection, approximation and linearization...10 bytes (19 words) - 02:30, 10 December 2023
- formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling 2016-02-12 Paper Random scaling and sampling of Brownian motion 2016-01-12...10 bytes (17 words) - 19:36, 8 December 2023
- Aspects of Brownian motion 2008-09-25 Paper Random times and enlargements of filtrations in a Brownian setting. 2006-03-27 Paper Harnesses, Lévy bridges and Monsieur...10 bytes (17 words) - 00:48, 13 December 2023
