Exit systems
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(73)- On the works of kiyosi itô and stochastic analysis
- Itô's excursion theory and its applications
- On the excursion theory for linear diffusions
- Excessive measures and Markov processes with random birth and death
- On the Itô excursion process
- Brownian excursions and minimal thinness. III: Applications to the angular derivative problem
- Revuz measures and time changes
- Local time and excursions of reflected Brownian motion in a wedge
- Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems)
- Geometric properties of 2-dimensional Brownian paths
- A representation of local time for Lipschitz surfaces
- Excursions of dual processes
- Some random time dilations of Markov process
- Divergent sums over excursions
- Decomposing the Brownian path via the range process
- The argmin process of random walks, Brownian motion and Lévy processes
- Lenses in skew Brownian flow
- Stochastic bifurcation models
- On the excursions of Markov processes in classical duality
- Small gaps in the range of stable processes
- Multiplicative functional for reflected Brownian motion via deterministic ODE
- Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach
- Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
- Stable Lévy processes in a cone
- An optimal stopping problem for spectrally negative Markov additive processes
- One-point reflection
- Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
- On the first positive and negative excursion exceeding a given length
- Filtration shrinkage by level-crossings of a diffusion
- Brownian earthworm
- A construction of catalytic super-Brownian motion via collision local time
- Bridging the first and last passage times for Lévy models
- Boundary traces of shift-invariant diffusions in half-plane
- Patterns in random walks and Brownian motion
- Exit systems for dual markov processes
- On invariant measures and dual excursions of Markov processes
- Enhancing of semigroups
- Minimal fine derivatives and Brownian excursions
- Lévy Systems and Time Changes
- Excursions of Markov processes: An approach via Markov additive processes
- A Martin Boundary in the Plane
- Brownian Excursions from Hyperplanes and Smooth Surfaces
- On Excursions of Reflecting Brownian Motion
- Stable processes: Sample function growth at a local minimum
- On the symmetric wiener-hopf factorization for markov additive processes
- On construction of Markov processes
- Calculation of some conditional excursion formulae
- Entrance-exit results for semi-regenerative processes
- Excursions of a Markov process induced by continuous additive functionals
- On the structure of certain excursions of a Markov process
- Splitting times and shift functionals
- Non-extinction of a Fleming-Viot particle model
- A note on Wiener-Hopf factorization for Markov additive processes
- Spinning Brownian motion
- Entrance laws at the origin of self-similar Markov processes in high dimensions
- On Lévy processes conditioned to avoid zero
- Stochastic model for barrier crossings and fluctuations in local timescale
- On bivariate distributions of the local time of Itô-McKean diffusions
- Stationary local random countable sets over the Wiener noise
- Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
- Fluctuation theory and exit systems for positive self-similar Markov processes
- Drawdowns of diffusions
- Optimal prediction of the last r-excursion time of Brownian motion models
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
- Excursion theory for the Wright-Fisher diffusion
- -stable Lévy processes entering the half space or a slab
- On pathwise uniqueness for Brownian motion in a quadrant with oblique reflection
- Excursion theory for Markov processes indexed by Lévy trees
- Stationary distributions for diffusions with inert drift
- Birth and death of a stationary Markov process
- Revuz measures under time change
- Hitting law asymptotics for a fluctuating Brownian functional
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