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- exit time of planar Brownian motion from the interior of a parabola 2003-05-06 Paper The adjoint process of reflected brownian motion in a cone 2001-11-18...10 bytes (18 words) - 05:41, 13 December 2023
- Branching Brownian motion in an expanding ball and application to the mild obstacle problem 2024-04-10 Paper On the density of branching Brownian motion 2023-04-06...10 bytes (16 words) - 09:44, 7 October 2023
- reflected Brownian motion in an orthant 2022-11-09 Paper Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane...10 bytes (16 words) - 09:03, 25 September 2023
- 2023-10-02 Paper Branching Brownian motion with self-repulsion 2023-03-30 Paper Refined Large Deviation Principle for Branching Brownian Motion Conditioned to Have...10 bytes (17 words) - 14:21, 6 October 2023
- time-changed Brownian motion 2024-01-09 Paper Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application...10 bytes (16 words) - 02:16, 25 September 2023
- regularity of a multifractional Brownian motion 2017-01-26 Paper From Stochastic Integration wrt Fractional Brownian Motion to Stochastic Integration wrt...10 bytes (16 words) - 12:35, 7 October 2023
- distributions for Brownian motion indexed by the Brownian tree 2020-11-12 Paper Growth-fragmentation processes in Brownian motion indexed by the Brownian tree 2020-07-27...10 bytes (21 words) - 17:38, 9 December 2023
- driven by fractional Brownian motion: hypoelliptic case 2022-04-22 Paper A \(K\)-rough path above the space-time fractional Brownian motion 2022-01-20 Paper...10 bytes (16 words) - 20:37, 9 December 2023
- stochastic differential equations driven by fractional Brownian motion and standard Brownian motion 2022-03-30 Paper Weak convergence to the Rosenblatt sheet...10 bytes (17 words) - 23:29, 10 December 2023
- geometric Brownian motion 2000-01-24 Paper On the Russian option: The expected waiting time 1999-01-21 Paper On Doob's maximal inequality for Brownian motion...10 bytes (18 words) - 05:23, 13 December 2023
- SELF-REPELLING (FRACTIONAL) BROWNIAN MOTION RESULTS AND OPEN QUESTIONS 2018-02-06 Paper Chaos decomposition and gap renormalization of Brownian self-intersection...10 bytes (18 words) - 04:22, 13 December 2023
- first exit times and their means for Brownian bridges 2019-10-07 Paper Optimal stopping of oscillating Brownian motion 2019-09-19 Paper Impulse control and...10 bytes (18 words) - 18:50, 9 December 2023
- A characterization of \(h\)-Brownian motion by its exit distributions 1992-06-28 Paper A characterization of Brownian motion in a Lipschitz domain by its...10 bytes (17 words) - 00:25, 10 December 2023
- 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
- coalescent and Brownian motion 2013-12-03 Paper Branching Brownian motion seen from its tip 2013-11-06 Paper The genealogy of branching Brownian motion with absorption...10 bytes (16 words) - 01:11, 10 December 2023
- 2002-08-14 Paper Brownian motion reflected on Brownian motion 2002-07-29 Paper Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst...10 bytes (17 words) - 11:56, 9 December 2023
- fractional Brownian motion 2014-04-10 Paper Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion 2013-08-02...10 bytes (16 words) - 18:01, 8 December 2023
- Paper Brownian Motion and Harmonic Analysis on Sierpinski Carpets 2000-09-24 Paper Stochastic bifurcation models 1999-11-09 Paper Cutting Brownian paths...10 bytes (19 words) - 16:04, 9 December 2023
- Paper On Chernoff's test for a fractional Brownian motion 2019-07-02 Paper On confidence intervals for Brownian motion changepoint times 2016-06-30 Paper Two-sided...10 bytes (17 words) - 03:37, 12 December 2023
- tug-of-war in a wedge 2013-03-04 Paper Brownian motion in a quasi-cone 2013-01-14 Paper The exit place of Brownian motion in an unbounded domain 2010-04-30...10 bytes (17 words) - 01:47, 13 December 2023
