The following pages link to Aspects of Brownian motion (Q946901):
Displaying 39 items.
- The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812) (← links)
- The SIAM 100-Digit Challenge: a decade later. Inspirations, ramifications, and other eddies left in its wake (Q295658) (← links)
- Two population models with constrained migrations (Q401457) (← links)
- On the density of the winding number of planar Brownian motion (Q471522) (← links)
- On the convex hull and winding number of self-similar processes (Q503995) (← links)
- The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk (Q629783) (← links)
- A note on switching property for squared Bessel process (Q831325) (← links)
- Representations and isomorphism identities for infinitely divisible processes (Q1621440) (← links)
- Dual representations of Laplace transforms of Brownian excursion and generalized meanders (Q1644187) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- An integral functional driven by fractional Brownian motion (Q2000147) (← links)
- Another look at the Hartman-Watson distributions (Q2006374) (← links)
- Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
- Independent factorization of the last zero arcsine law for Bessel processes with drift (Q2064818) (← links)
- Lévy area without approximation (Q2083872) (← links)
- Noise and error analysis and optimization in particle-based kinetic plasma simulations (Q2129321) (← links)
- Diffusion approximation for a simple kinetic model with asymmetric interface (Q2133647) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- Penalizing fractional Brownian motion for being negative (Q2229556) (← links)
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary (Q2283145) (← links)
- Stochastic analysis \& discrete quantum systems (Q2295525) (← links)
- On moments of Brownian functionals and their interpretation in terms of random walks (Q2307405) (← links)
- A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\) (Q2346978) (← links)
- On the distribution of verhulst process (Q2355527) (← links)
- Efficient almost-exact Lévy area sampling (Q2453869) (← links)
- A one-factor conditionally linear commodity pricing model under partial information (Q2515786) (← links)
- On an identity in law between Brownian quadratic functionals (Q2637367) (← links)
- An averaged space-time discretization of the stochastic \(p\)-Laplace system (Q2690326) (← links)
- Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups (Q2796513) (← links)
- h-Transforms and Orthogonal Polynomials (Q2798579) (← links)
- Large Deviations for Clocks of Self-similar Processes (Q2798590) (← links)
- Hilbert transform of G-Brownian local time (Q2930237) (← links)
- Invariance formulas for stopping times of squared Bessel process (Q4685698) (← links)
- Stability of the optimal filter in continuous time: beyond the Beneš filter (Q4986443) (← links)
- How rare are power-law networks really? (Q5161055) (← links)
- Pairs of complementary transmission conditions for Brownian motion (Q6130306) (← links)
- Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs (Q6135330) (← links)
- On the local times of noise reinforced Bessel processes (Q6159734) (← links)
- On bivariate distributions of the local time of Itô-McKean diffusions (Q6178557) (← links)
