Pages that link to "Item:Q1087233"
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The following pages link to Self-avoiding random walk: A Brownian motion model with local time drift (Q1087233):
Displayed 29 items.
- Self-repelling diffusions via an infinite dimensional approach (Q282601) (← links)
- Diffusivity bounds for 1D Brownian polymers (Q414284) (← links)
- Superdiffusive bounds on self-repellent Brownian polymers and diffusion in the curl of the Gaussian free field in \(d=2\) (Q425188) (← links)
- Random walk with barycentric self-interaction (Q634164) (← links)
- Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence (Q654406) (← links)
- Diffusive limits for ``true'' (or myopic) self-avoiding random walks and self-repellent Brownian polymers in \(d \geq \) 3 (Q714949) (← links)
- An asymptotic result for Brownian polymers (Q731449) (← links)
- 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) (Q756864) (← links)
- Branching processes with interaction and a generalized Ray-Knight theorem (Q902872) (← links)
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps (Q990774) (← links)
- Continuity of martingales in the Brownian excursion filtration (Q1087245) (← links)
- Ray-Knight theorems related to a stochastic flow (Q1411889) (← links)
- Approximate solutions for a class of doubly perturbed stochastic differential equations (Q1711275) (← links)
- Stochastic bifurcation models (Q1807201) (← links)
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (Q1807204) (← links)
- Self attracting diffusions: Two case studies (Q1907181) (← links)
- Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614) (← links)
- Excited Brownian motions as limits of excited random walks (Q1934358) (← links)
- ``Trees under attack'': a Ray-Knight representation of Feller's branching diffusion with logistic growth (Q1950374) (← links)
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching (Q2146653) (← links)
- The averaging method for doubly perturbed distribution dependent SDEs (Q2170241) (← links)
- Random walks avoiding their convex hull with a finite memory (Q2288227) (← links)
- Doubly perturbed neutral stochastic functional equations (Q2389566) (← links)
- Doubly perturbed jump-diffusion processes (Q2518282) (← links)
- Self-interacting diffusions. III: Symmetric interactions (Q2571693) (← links)
- Perturbed uncertain differential equations and perturbed reflected canonical process (Q2671030) (← links)
- Rate of convergence of the perturbed diffusion process to its unperturbed limit (Q2701133) (← links)
- Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations (Q6118858) (← links)
- An infinite-dimensional representation of the Ray-Knight theorems (Q6139326) (← links)