Excursions in Brownian motion
From MaRDI portal
Publication:1237459
DOI10.1007/BF02385832zbMath0356.60033OpenAlexW1995417036MaRDI QIDQ1237459
Publication date: 1976
Published in: Arkiv för Matematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02385832
Related Items (63)
On the distribution of ranked heights of excursions of a Brownian bridge. ⋮ Shifting Processes with Cyclically Exchangeable Increments at Random ⋮ The distance profile of rooted and unrooted simply generated trees ⋮ Brownian motion and algorithm complexity ⋮ On the sojourn time of a generalized Brownian meander ⋮ Modeling credit risk with partial information. ⋮ On the Excursion Process of Brownian Motion ⋮ Conditioning diffusion processes with killing rates ⋮ Large finite population queueing systems: The single-server model ⋮ Conditioning two diffusion processes with respect to their first-encounter properties ⋮ The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing ⋮ Conditioning diffusion processes with respect to the local time at the origin ⋮ Random walks, Gaussian processes and list structures ⋮ Some width function asymptotics for weighted trees ⋮ Some results on the Brownian meander with drift ⋮ Scaling limits of random Pólya trees ⋮ Brownian bridge asymptotics for random mappings ⋮ An Inequality for Gaussians on Lattices ⋮ Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes ⋮ The shape of random pattern-avoiding permutations ⋮ A general size-biased distribution ⋮ Stochastic Processes in the Decades after 1950 ⋮ On the Explicit Form of the Density of Brownian Excursion Local Time ⋮ Limit theorems of Brownian additive functionals ⋮ Generalized covariances of multi-dimensional Brownian excursion local times. ⋮ Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path ⋮ On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes ⋮ On certain functionals of the maximum of Brownian motion and their applications ⋮ Perturbed Brownian motion and its application to Parisian option pricing ⋮ A stochastically quasi-optimal search algorithm for the maximum of the simple random walk ⋮ Precise logarithmic asymptotics for the right tails of some limit random variables for random trees ⋮ Double-Barrier Parisian Options ⋮ Random real trees ⋮ Intermediate-level crossings of a first-passage path ⋮ Dynamic algorithms in D. E. Knuth's model: A probabilistic analysis ⋮ Volume growth and heat kernel estimates for the continuum random tree ⋮ USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT ⋮ Pattern-avoiding permutations and Brownian excursion. II: Fixed points ⋮ Filterlng of hidden diffusion processes ⋮ Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions ⋮ On the asymptotics of a Wiener integral ⋮ Downcrossings and local time ⋮ Double-sided Parisian option pricing ⋮ The height and range of watermelons without wall ⋮ Interpolation for partly hidden diffusion processes ⋮ Itô's excursion theory and random trees ⋮ On Excursions of Reflecting Brownian Motion ⋮ On excursions inside an excursion ⋮ Generalized gamma approximation with rates for urns, walks and trees ⋮ Patterns in Random Walks and Brownian Motion ⋮ On the excursion theory for linear diffusions ⋮ Nonequilibrium Density Profiles in Lorentz Tubes with Thermostated Boundaries ⋮ Time and place of the maximum for one-dimensional diffusion bridges and meanders ⋮ An extension of Vervaat's transformation and its consequences ⋮ The value of the high, low and close in the estimation of Brownian motion ⋮ Excursions of Brownian motion and bessel processes ⋮ Thermodynamics for the zero-level set of the Brownian bridge ⋮ Asymptotic properties of some underdiagonal walks generation algorithms ⋮ Local equilibrium of particle density in planar Lorentz processes ⋮ Excursion and meander in random walk ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck ⋮ Conditional limit theorems for asymptotically stable random walks ⋮ A cluster of great formulas
Cites Work
- Functional central limit theorems for random walks conditioned to stay positive
- On the boundary theory for Markov chains. II
- An invariance principle for random walk conditioned by a late return to zero
- Maxima in Brownian excursions
- A bivariate distribution in regeneration
- Downcrossings and local time
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Excursions in Brownian motion
