Brownian Local Times and Taboo Processes
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Cites work
- A property of Brownian motion paths
- Excursions of a non-singular diffusion
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- Limit theorems for random walks, birth and death processes, and diffusion processes
- Random Walks and A Sojourn Density Process of Brownian Motion
- Sojourn times of diffusion processes
Cited in
(43)- Mesure du voisinage and occupation density
- On strong invariance for local time of partial sums
- How large must be the difference between local time and mesure du voisinage of Brownian motion?
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
- Quadratic variation of the local time of a random walk
- Approximation of stopped Brownian local time by diadic crossing chains
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- On the distribution of ranked heights of excursions of a Brownian bridge.
- Laws relating runs and steps in gambler's ruin
- Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds
- Pairwise near-maximal grand coupling of Brownian motions
- Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment.
- Local time penalizations with various clocks for Lévy processes
- MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022
- Branching Brownian motion in a strip: survival near criticality
- Sweetest taboo processes
- Speed and fluctuations of N-particle branching Brownian motion with spatial selection
- On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
- On the Excursion Process of Brownian Motion
- Strong invariance for local times
- Local time of an Ornstein–Uhlenbeck particle
- Conditioning diffusion processes with killing rates
- First-passage Brownian functionals with stochastic resetting
- Conditioning two diffusion processes with respect to their first-encounter properties
- Conditioning diffusion processes with respect to the local time at the origin
- Local time of diffusion with stochastic resetting
- Strongly constrained stochastic processes: the multi-ends Brownian bridge
- On first exit times and their means for Brownian bridges
- On the exact asymptotics of the busy period in GI/G/1 queues
- Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time
- First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
- Exact solutions for the probability density of various conditioned processes with an entrance boundary
- Martingales and rates of presence in homogeneous fragmentations
- First-passage time distribution of a Brownian motion: two unexpected journeys
- Brownian motion with partial resetting conditioned to stay positive
- Two-point local time penalizations with various clocks for Lévy processes
- Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion
- Energy-efficient pursuit of multidimensional Wiener processes
- Conditioning the \textit{tanh-drift} process and related diffusions on first-passage times: exact drifts, bridges, and process equivalences
- The all-time maximum for branching Brownian motion with absorption conditioned on long-time survival
- 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)
- Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
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