The following pages link to Excursions in Brownian motion (Q1237459):
Displayed 50 items.
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- The shape of random pattern-avoiding permutations (Q401507) (← links)
- Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path (Q419239) (← links)
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- Precise logarithmic asymptotics for the right tails of some limit random variables for random trees (Q659772) (← links)
- Pattern-avoiding permutations and Brownian excursion. II: Fixed points (Q682805) (← links)
- Generalized gamma approximation with rates for urns, walks and trees (Q726793) (← links)
- On the sojourn time of a generalized Brownian meander (Q826669) (← links)
- On certain functionals of the maximum of Brownian motion and their applications (Q906922) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Itô's excursion theory and random trees (Q972813) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- Brownian motion and algorithm complexity (Q1082076) (← links)
- Random walks, Gaussian processes and list structures (Q1102637) (← links)
- Dynamic algorithms in D. E. Knuth's model: A probabilistic analysis (Q1186603) (← links)
- Asymptotic properties of some underdiagonal walks generation algorithms (Q1292295) (← links)
- Large finite population queueing systems: The single-server model (Q1338765) (← links)
- Some width function asymptotics for weighted trees (Q1379718) (← links)
- Generalized covariances of multi-dimensional Brownian excursion local times. (Q1401308) (← links)
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk (Q1429105) (← links)
- The height and range of watermelons without wall (Q1761508) (← links)
- Thermodynamics for the zero-level set of the Brownian bridge (Q1822844) (← links)
- On the distribution of ranked heights of excursions of a Brownian bridge. (Q1872189) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- On excursions inside an excursion (Q2029765) (← links)
- Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
- The value of the high, low and close in the estimation of Brownian motion (Q2040943) (← links)
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
- Some results on the Brownian meander with drift (Q2181624) (← links)
- Scaling limits of random Pólya trees (Q2413245) (← links)
- Random real trees (Q2458943) (← links)
- Volume growth and heat kernel estimates for the continuum random tree (Q2464674) (← links)
- Interpolation for partly hidden diffusion processes (Q2485789) (← links)
- Filterlng of hidden diffusion processes (Q2747864) (← links)
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions (Q2750962) (← links)
- Patterns in Random Walks and Brownian Motion (Q2798575) (← links)
- Nonequilibrium Density Profiles in Lorentz Tubes with Thermostated Boundaries (Q2802894) (← links)
- On the asymptotics of a Wiener integral (Q3026002) (← links)
- Intermediate-level crossings of a first-passage path (Q3302313) (← links)
- USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT (Q3564636) (← links)
- Conditional limit theorems for asymptotically stable random walks (Q3692575) (← links)
- On Excursions of Reflecting Brownian Motion (Q3738355) (← links)
- On the Excursion Process of Brownian Motion (Q3862207) (← links)
- On the Explicit Form of the Density of Brownian Excursion Local Time (Q3932094) (← links)
- Excursion and meander in random walk (Q3935977) (← links)
- A cluster of great formulas (Q3959183) (← links)
- Downcrossings and local time (Q4118619) (← links)
- Excursions of Brownian motion and bessel processes (Q4184027) (← links)
- Brownian bridge asymptotics for random mappings (Q4312743) (← links)
