The following pages link to A decomposition of Bessel Bridges (Q3943774):
Displaying 50 items.
- A Lamperti-type representation of continuous-state branching processes with immigration (Q373588) (← links)
- Two population models with constrained migrations (Q401457) (← links)
- Local extinction in continuous-state branching processes with immigration (Q470052) (← links)
- Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
- Gamma expansion of the Heston stochastic volatility model (Q483714) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- The subleading order of two dimensional cover times (Q510273) (← links)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Estimation for discretely observed continuous state branching processes with immigration (Q553018) (← links)
- Large deviations in testing squared radial Ornstein-Uhlenbeck model (Q642453) (← links)
- Asymptotic estimates of solutions of \(u_ t - \frac12\Delta u =-|\nabla u|\) in \(\mathbb{R}_ + \times \mathbb{R}^ d,\quad d\geq 2\) (Q676192) (← links)
- Branching processes with immigration and related topics (Q719983) (← links)
- On exceptional times for generalized Fleming-Viot processes with mutations (Q744176) (← 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)
- Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\) (Q829362) (← links)
- Changing the branching mechanism of a continuous state branching process using immigration (Q838314) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Excursion decompositions for SLE and Watts' crossing formula (Q877454) (← links)
- Annealed tail estimates for a Brownian motion in a drifted Brownian potential (Q879248) (← links)
- Non-equilibrium theory of the allele frequency spectrum (Q885377) (← links)
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Limiting behaviour of the occupation of wedges by complex Brownian motion (Q909354) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- When does allow the Hardy inequality to calculate an exact Poincaré constant on a line? (Q959015) (← links)
- Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part (Q964218) (← links)
- Itô's excursion theory and its applications (Q1000330) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- Moderate deviations for squared radial Ornstein-Uhlenbeck process (Q1026335) (← links)
- Some connections between excursion theory and the discrete Schrödinger equation with random potentials (Q1075696) (← links)
- Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection) (Q1086917) (← links)
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes) (Q1087246) (← links)
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) (Q1116190) (← links)
- Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes) (Q1177210) (← links)
- Wishart processes (Q1181413) (← links)
- Conditioning a diffusion at first-passage and last-exit times, and a mirage arising in drug therapy for HIV (Q1261975) (← links)
- Green function, capacity and sample path properties for a class of hypoelliptic diffusion processes (Q1262616) (← links)
- Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times) (Q1263885) (← links)
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion (Q1272155) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion (Q1336263) (← links)
- The distributions of annuities (Q1341325) (← links)
- IBNR reserves under stochastic interest rates (Q1381454) (← links)
- Construction of immigration superprocesses with dependent spatial motion from one-di\-men\-sion\-al excursions (Q1411601) (← links)
- Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
- Simulating bessel random variables (Q1613075) (← links)
- Strata of random mappings---a combinatorial approach (Q1613609) (← links)
- Path transformations for local times of one-dimensional diffusions (Q1615897) (← links)
- Uniform control of local times of spectrally positive stable processes (Q1617136) (← links)
