A Guided Tour through Excursions
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(46)- On the excursion theory for linear diffusions
- Brownian excursions on combs
- On polymer conformations in elongational flows
- The rank of the present excursion
- The distribution of time spent by a standard excursion above a given level, with applications to ring polymers near a discontinuity in potential
- Excursions for polymers in elongational flows.
- The excursion measure away from zero for spectrally negative Lévy processes
- The value of foresight
- The minimum maximum of a continuous martingale with given initial and terminal laws
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
- Branching Brownian motion with catalytic branching at the origin
- On the first positive and negative excursion exceeding a given length
- Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures
- Excursion theory revisited
- The coalescent structure of continuous-time Galton-Watson trees
- Excursions of the Brox diffusion
- Martingale inequalities for the maximum via pathwise arguments
- From exploration paths to mass excursions -- variations on a theme of Ray and Knight
- scientific article; zbMATH DE number 3888658 (Why is no real title available?)
- Kac's formula, levy's local time and brownian excursion
- Optimal stopping of the maximum process: a converse to the results of Peskir
- scientific article; zbMATH DE number 3901752 (Why is no real title available?)
- Brownian Excursions from Hyperplanes and Smooth Surfaces
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps
- scientific article; zbMATH DE number 4056723 (Why is no real title available?)
- scientific article; zbMATH DE number 4090510 (Why is no real title available?)
- Brownian Motion in a Wedge with Variable Skew Reflection
- scientific article; zbMATH DE number 44933 (Why is no real title available?)
- Harmonic functions on Walsh's Brownian motion
- scientific article; zbMATH DE number 1349990 (Why is no real title available?)
- scientific article; zbMATH DE number 503147 (Why is no real title available?)
- On functionals of excursions for Bessel processes with negative index
- scientific article; zbMATH DE number 1444752 (Why is no real title available?)
- Addendum to ?it� excursion theory via resolvents?
- scientific article; zbMATH DE number 3894228 (Why is no real title available?)
- Recurrence and transience of reflecting Brownian motion in the quadrant
- Double-barrier Parisian options
- Brownian excursion with a single mark
- The correlation of the maxima of correlated Brownian motions
- An introduction to excursion risk through discrete-time excursions
- Notes on a certain local time and excursions of simple symmetric random walks
- On bivariate distributions of the local time of Itô-McKean diffusions
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time
- On excursions associated with a certain local time of simple symmetric random walks, with applications
- Excursion theory for the Wright-Fisher diffusion
- Skorokhod's topologies on path space
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