One-dimensional Brownian motion and the three-dimensional Bessel process

From MaRDI portal
Revision as of 07:54, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4098452

DOI10.2307/1426125zbMath0332.60055MaRDI QIDQ4098452

Jim W. Pitman

Publication date: 1975

Published in: Advances in Applied Probability (Search for Journal in Brave)






Related Items (91)

Discrete integrable systems and Pitman's transformationShifting Processes with Cyclically Exchangeable Increments at RandomPath decompositions for Markov chains.Doob-Type Estimates for Differentially Subordinated MartingalesSELF-DECOMPOSABILITY AND OPTION PRICINGA conversation with Jim PitmanRSK in last passage percolation: a unified approachAnomalous diffusion: fractional Brownian motion vs fractional Ito motionHidden symmetries and limit laws in the extreme order statistics of the Laplace random walkExtreme value statistics of ergodic Markov processes from first passage times in the large deviation limitMarkovian structure in the concave majorant of Brownian motionIntroduction to Random Walks on Noncommutative SpacesHarmonic functions on multiplicative graphs and inverse Pitman transform on infinite random pathsRandom walk in cooling random environment: Recurrence versus transience and mixed fluctuationsPairwise near-maximal grand coupling of Brownian motionsOn transient Bessel processes and planar Brownian motion reflected at their future infimaOn the Law of a Triplet Associated with the Pseudo-Brownian BridgeQuantum \(SL_2\), infinite curvature and Pitman's $2M-X$ theoremBrownian motion conditioned to spend limited time below a barrierOn the construction of measure-valued dual processesLast passage isometries for the directed landscapeDuality and bicrystals on infinite binary matricesStabilization time for a type of evolution on binary stringsTensor product Markov chainsCouplings of Brownian motions with set-valued dual processes on Riemannian manifoldsDirected polymers and the quantum Toda latticeExtreme order statistics of random walksBusemann process and semi-infinite geodesics in Brownian last-passage percolationExpansion of a filtration with a stochastic process: the information driftExponential functionals of Brownian motion and class-one Whittaker functionsThree-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficientsSurvival probability of mutually killing Brownian motions and the O'Connell processSolution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrumGeometric RSK and the Toda latticeMatsumoto-Yor and Dufresne type theorems for a random walk on positive definite matricesOn a random model of forgettingLimit theorems for random Motzkin paths near boundary ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3308821 It� excursion theory via resolvents] ⋮ Soliton Decomposition of the Box-Ball SystemCorner percolation on \(\mathbb Z^{2}\) and the square root of 17Exact packing measure of the range of \(\psi\)-super Brownian motionsFactorizing Laplace exponents in a spectrally positive Lévy processThe asymptotic contour process of a binary tree is a Brownian excursionMoments and distributions of the last exit times for a class of Markov processesSplitting at the infimum and excursions in half-lines for random walks and Lévy processesSample path properties of stochastic integrals, and stochastic differentiationConditioning a reflected one-dimensional diffusion via its canonical decompositionBrownian analogues of Burke's theorem.Self-similar processes with independent increments associated with Lévy and Bessel processes.The packing measure of the range of super-Brownian motionThe characterization of equilibrium potentials and last exit distributions for elliptic diffusion processesLast exit decompositions and regularity at the boundary of transition probabilitiesThe greatest convex minorant of Brownian motion, meander, and bridgeMarkov chains in smooth Banach spaces and Gromov-hyperbolic metric spacesA path-transformation for random walks and the Robinson-Schensted correspondenceInvariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measuresStochastic Bäcklund TransformationsMatsumoto–Yor Process and Infinite Dimensional Hyperbolic SpaceTHE RANGE OF TREE-INDEXED RANDOM WALKTen penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIIISome martingale properties of the simple random walk and its maximum processSome penalisations of the Wiener measureInventory Accumulation with $k$ ProductsExternal diffusion-limited aggregation on a spanning-tree-weighted random planar mapBrownian absolute continuity of the KPZ fixed point with arbitrary initial conditionOn Markov intertwining relations and primal conditioningThe gap between Gromov-Vague and Gromov-Hausdorff-vague topologyGreen's functions of random walks on the upper half planeA weak convergence criterion for constructing changes of measureTransience and Recurrence of Markov Processes with Constrained Local TimeThe SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forestContinuous crystal and Duistermaat-Heckman measure for Coxeter groups.An excursion approach to Ray-Knight theorems for perturbed Brownian motionLa filtration de B + LMinkowski content of Brownian cut pointsStochastic differential equations for Lie group valued moment mapsGaps and interleaving of point processes in sampling from a residual allocation modelThe Doob-McKean identity for stable Lévy processesOn a problem of Erdös and TaylorHitting times of interacting drifted Brownian motions and the vertex reinforced jump processThree-halves variation of geodesics in the directed landscapeLaplace's method for iterated complex Brownian integralsLocalization of random walks in one-dimensional random environmentsMixing markovian laws; with an application to path decompositionsBi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodingsA decomposition of Bessel BridgesA variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADINGCoupling, local times, immersionsLittelmann paths and Brownian pathsDynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation







This page was built for publication: One-dimensional Brownian motion and the three-dimensional Bessel process