Decomposing the Brownian path
From MaRDI portal
Publication:5641876
DOI10.1090/S0002-9904-1970-12591-5zbMath0233.60066OpenAlexW2015904942MaRDI QIDQ5641876
Publication date: 1970
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9904-1970-12591-5
Related Items (26)
Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle ⋮ Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk ⋮ Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data ⋮ Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné ⋮ Two population models with constrained migrations ⋮ Extreme order statistics of random walks ⋮ On certain functionals of the maximum of Brownian motion and their applications ⋮ Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum ⋮ Effective Langevin equations for constrained stochastic processes ⋮ Adaptive approximation of the minimum of Brownian motion ⋮ Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions ⋮ Sample path properties of stochastic integrals, and stochastic differentiation ⋮ Brownian local times ⋮ A limit theorem for two-dimensional conditioned random walk ⋮ (Homogeneous) Markovian bridges ⋮ The value of the high, low and close in the estimation of Brownian motion ⋮ The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest ⋮ The heat kernel formula in a geodesic chart and some applications to the eigenvalue problem of the 3-sphere ⋮ Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) ⋮ On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes ⋮ The Doob-McKean identity for stable Lévy processes ⋮ Random Brownian scaling identities and splicing of Bessel processes ⋮ A decomposition of Bessel Bridges ⋮ A ratio ergodic theorem for increasing additive functionals ⋮ On polymer conformations in elongational flows ⋮ Splitting times for Markov processes and a generalised Markov property for diffusions
Cites Work
This page was built for publication: Decomposing the Brownian path