scientific article; zbMATH DE number 3447884
From MaRDI portal
Publication:4772511
zbMath0285.60063MaRDI QIDQ4772511
Publication date: 1974
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Measure-preserving transformations (28D05) Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (only showing first 100 items - show all)
Uniqueness in Cauchy problems for diffusive real-valued strict local martingales ⋮ Two consistent estimators for the skew Brownian motion ⋮ TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING ⋮ The killed Brox diffusion ⋮ Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes ⋮ DISCRETENESS OF SPECTRUM FOR THE MAGNETIC SCHRÖDINGER OPERATORS ⋮ Optimal pair-trading strategy over long/short/square positions—empirical study ⋮ First passage time density of an Ornstein–Uhlenbeck process with broken drift ⋮ A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility ⋮ Branching Random Walk in an Inhomogeneous Breeding Potential ⋮ PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY ⋮ An algorithm to solve optimal stopping problems for one-dimensional diffusions ⋮ The last zero-crossing of an iterated brownian motion with drift ⋮ On optimal threshold stopping times for Ito diffusions ⋮ A Feynman–Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game ⋮ Unnamed Item ⋮ Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes ⋮ A new approach to tests and confidence bands for distribution functions ⋮ On local times of Martin-Löf random Brownian motion ⋮ Dimension reduction for stochastic dynamical systems forced onto a manifold by large drift: a constructive approach with examples from theoretical biology ⋮ On some variational problems involving capacity, torsional rigidity, perimeter and measure ⋮ On the relation of one-dimensional diffusions on natural scale and their speed measures ⋮ Limit theorems of Brownian additive functionals ⋮ On the Feller-Dynkin and the martingale property of one-dimensional diffusions ⋮ Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time ⋮ Exact simulation of first exit times for one-dimensional diffusion processes ⋮ Exact solution of interacting particle systems related to random matrices ⋮ Singular integrals and Feller semigroups with jump phenomena ⋮ Fractal Transformation of Krein–Feller Operators ⋮ The distribution function for the maximal height of \(N\) non-intersecting Bessel paths ⋮ Yaglom-type limit theorems for branching Brownian motion with absorption ⋮ Stochastics and dynamics of fractals ⋮ The martingale problem method revisited ⋮ Unnamed Item ⋮ Distributions of functionals of a skew Brownian motion with discontinuous drift ⋮ On bivariate distributions of the local time of Itô-McKean diffusions ⋮ Minimal subharmonic functions and related integral representations ⋮ Markov processes with spatial delay: Path space characterization, occupation time and properties ⋮ Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions ⋮ Asymptotics for time-changed diffusions ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ Interlacing Diffusions ⋮ On Drifting Brownian Motion Made Periodic ⋮ Rate of growth of the coalescent set in a coalescing stochastic flow ⋮ A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line ⋮ Optimality of Threshold Stopping Times for Diffusion Processes ⋮ Non-parametric estimation for partially observed transient diffusion processes ⋮ Regularity properties of the stochastic flow of a skew fractional Brownian motion ⋮ On symmetric linear diffusions ⋮ Unnamed Item ⋮ Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's ⋮ On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral ⋮ Asymptotic expansions for the first hitting times of Bessel processes ⋮ THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE ⋮ Estimation of the coefficients of a diffusion from discrete observations ⋮ Statistics of dwell times in a reaction with randomly fluctuating rates ⋮ Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches ⋮ Last exit decompositions and regularity at the boundary of transition probabilities ⋮ The calculus of boundary processes ⋮ Optimal pair-trading strategy over long/short/square positions—empirical study ⋮ N-Stage output procedure of a finite dam ⋮ Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients ⋮ Statistical Inference for Student Diffusion Process ⋮ CALCULUS ON FRACTAL SUBSETS OF REAL LINE — I: FORMULATION ⋮ Probabilistic approach to the quantum separation effect for the Feynman–Kac semigroup ⋮ Uniform convergence of conditional distributions for absorbed one-dimensional diffusions ⋮ First exit densities of Brownian motion through one-sided moving boundaries ⋮ Smoluchowski's theory of coagulation in colloids holds rigorously in the Boltzmann-Grad-limit ⋮ A result on the Laplace transform associated with the sticky Brownian motion on an interval ⋮ On some properties of sticky Brownian motion ⋮ Unnamed Item ⋮ Lifschitz tail on hyperbolic space: Neumann conditions ⋮ Some explicit results on one kind of sticky diffusion ⋮ On the local time process of a skew Brownian motion ⋮ Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates ⋮ Comportement des semi-martingales dans un grossissement de filtration ⋮ Compactness of symmetric Markov semigroups and boundedness of eigenfunctions ⋮ On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes ⋮ A Markov chain approximation scheme for option pricing under skew diffusions ⋮ Local time of an Ornstein–Uhlenbeck particle ⋮ Unnamed Item ⋮ On capacity and torsional rigidity ⋮ A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion ⋮ The lifetime of conditioned Brownian motion ⋮ Asymptotic densities of stopping times associated with tests of power one ⋮ Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing ⋮ Resolution of the skew Brownian motion equations with stochastic calculus for signed measures ⋮ On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity ⋮ Residence times of a Brownian particle with temporal heterogeneity ⋮ Vitesse de fuite et comportement asymptotique du mouvement brownien sur les groupes de Lie nilpotents ⋮ On explicit occupation time distributions for Brownian processes ⋮ Grid-free simulation of diffusion using random wall methods ⋮ Some bivariate stochastic models arising from group representation theory ⋮ Path transformations for local times of one-dimensional diffusions ⋮ Diffusion transformations, Black-Scholes equation and optimal stopping ⋮ Transient one-dimensional diffusions conditioned to converge to a different limit point ⋮ T-cell movement on the reticular network ⋮ Almost-sure path properties of \((2,d,\beta)\)-superprocesses ⋮ Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes) ⋮ Large finite population queueing systems: The single-server model
This page was built for publication: