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  • de/entity/Q4946126 2001-03-28 Paper Brownian Motion and Harmonic Analysis on Sierpinski Carpets 2000-09-24 Paper Variably skewed Brownian motion 2000-05-18 Paper https://portal...
    10 bytes (19 words) - 20:32, 8 December 2023
  • Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion 2015-12-01 Paper Kolmogorov distance for the central limit theorems...
    10 bytes (17 words) - 15:58, 8 December 2023
  • maximum for a variety of constrained Brownian motions 2008-09-24 Paper The first-passage area for drifted Brownian motion and the moments of the Airy distribution...
    10 bytes (18 words) - 18:45, 9 December 2023
  • Paper Critical branching Brownian motion with absorption: particle configurations 2016-01-04 Paper Critical branching Brownian motion with absorption: survival...
    10 bytes (18 words) - 00:59, 12 December 2023
  • enlargement of filtration for Brownian motion 2012-06-01 Paper Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion...
    10 bytes (16 words) - 07:43, 9 December 2023
  • functionals of the Brownian bridge and Brownian motion 2005-06-22 Paper The accuracy of Cauchy approximation for the windings of planar Brownian motion 2005-06-22...
    10 bytes (17 words) - 19:36, 8 December 2023
  • mixed fractional Brownian motion 2021-07-05 Paper Parameter identification for the discretely observed geometric fractional Brownian motion 2020-03-27 Paper...
    10 bytes (18 words) - 21:50, 11 December 2023
  • Radial processes for sub-Riemannian Brownian motions and applications 2020-09-29 Paper Extensions of Brownian motion to a family of Grushin-type singularities...
    10 bytes (18 words) - 14:52, 10 December 2023
  • the density of Brownian motion with singular drift 2006-09-26 Paper Green function estimates and Harnack inequality for subordinate Brownian motions 2006-09-12...
    10 bytes (17 words) - 05:02, 9 December 2023
  • Paper Branching Brownian motion with self repulsion 2021-02-14 Paper From 1 to 6: A Finer Analysis of Perturbed Branching Brownian Motion 2020-07-22 Paper...
    10 bytes (17 words) - 10:43, 8 December 2023
  • Hitting Times of Integrated Geometric Brownian Motion 2013-04-25 Paper On the first passage problem for correlated Brownian motion 2010-03-01 Paper...
    10 bytes (16 words) - 03:35, 12 December 2023
  • mixed fractional Brownian motion 2024-03-04 Paper Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps 2021-05-14...
    10 bytes (16 words) - 11:57, 7 October 2023
  • FRACTIONAL BROWNIAN MOTION 2022-07-26 Paper Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random...
    10 bytes (23 words) - 11:26, 8 December 2023
  • An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers 2016-03-08 Paper Die Wiederentdeckung...
    10 bytes (16 words) - 23:04, 9 December 2023
  • 2007-09-12 Paper Geometric properties of fractional Brownian sheets 2007-09-11 Paper Dimensional properties of fractional Brownian motion 2007-08-20 Paper...
    10 bytes (18 words) - 04:06, 9 December 2023
  • Paper Large deviations for subordinated Brownian motion and applications 2014-06-11 Paper Geometric Brownian motion with tempered stable waiting times 2012-09-19...
    10 bytes (16 words) - 23:59, 11 December 2023
  • for super Brownian motion. 2003-03-19 Paper Branching properties of Brownian paths and trees 1998-11-11 Paper Avoiding-probabilities for Brownian snakes and...
    10 bytes (17 words) - 17:40, 11 December 2023
  • dilatations 1982-01-01 Paper Brownian motion and sets of harmonic measure zero 1981-01-01 Paper A Wiener test for integrals of Brownian motion and the existence of...
    10 bytes (18 words) - 14:45, 7 December 2023
  • Runge-Kutta methods 2024-04-18 Paper Pricing geometric Asian rainbow options under the mixed fractional Brownian motion 2022-05-19 Paper The finite element method:...
    10 bytes (18 words) - 17:35, 9 December 2023
  • Beta-gamma algebra identities and Lie-theoretic exponential functionals of Brownian motion 2015-11-27 Paper Whittaker processes and Landau-Ginzburg potentials...
    10 bytes (16 words) - 15:47, 10 December 2023
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