Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
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(only showing first 100 items - show all)- On the excursion theory for linear diffusions
- Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations
- Self-intersections of 1-dimensional random walks
- 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)
- Sur une conjecture de M. Kac. (On a conjecture of M. Kac)
- Size-biased sampling of Poisson point processes and excursions
- Limit laws for Brownian motion conditioned to reach a high level
- Conditioning a reflected one-dimensional diffusion via its canonical decomposition
- Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)
- Random Brownian scaling identities and splicing of Bessel processes
- On polymer conformations in elongational flows
- From planar Brownian windings to Asian options
- On the shape of the connected component of the complement of the plane Brownian path
- Lévy processes with no positive jumps at an increase time
- On the local rate of growth of Lévy processes with no positive jumps
- The most visited point of a closed set by Brownian motion
- Some Brownian functionals and their laws
- Conditionings and path decompositions for Lévy processes
- New perspectives on Ray's theorem for the local times of diffusions
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- Area versus capacity and independence in the crushed ice model
- Path transformations for local times of one-dimensional diffusions
- A conversation with Jim Pitman
- MEXIT: maximal un-coupling times for stochastic processes
- Applications of the continuous-time ballot theorem to Brownian motion and related processes.
- Brownian analogues of Burke's theorem.
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- A local time curiosity in random environment
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- A decomposition of the Brownian path
- Marginal densities of the least concave majorant of Brownian motion.
- Path decompositions for Markov chains.
- Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction
- Lower bound on complexity of optimization of continuous functions
- Statistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervals
- Statistical properties of shocks in Burgers turbulence
- No triple point of planar Brownian motion is accessible
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
- Local conditioning in Dawson-Watanabe superprocesses
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
- Three-dimensional Brownian motion and the golden ratio rule
- Favourite sites of transient Brownian motion
- Branching processes seen from their extinction time via path decompositions of reflected Lévy processes
- Time and place of the maximum for one-dimensional diffusion bridges and meanders
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
- Spine representations for non-compact models of random geometry
- Independent factorization of the last zero arcsine law for Bessel processes with drift
- Conformal welding for critical Liouville quantum gravity
- Minkowski content of Brownian cut points
- The Doob-McKean identity for stable Lévy processes
- Isoperimetric inequalities in the Brownian plane
- Rate of escape of conditioned Brownian motion
- Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
- Markovian structure in the concave majorant of Brownian motion
- On a first hit distribution of the running maximum of Brownian motion
- Ward identities in the \(\mathfrak{sl}_3\) Toda conformal field theory
- Pairwise near-maximal grand coupling of Brownian motions
- On the critical-subcritical moments of moments of random characteristic polynomials: a GMC perspective
- Integrability of boundary Liouville conformal field theory
- The distribution of Gaussian multiplicative chaos on the unit interval
- On the maximum increase and decrease of one-dimensional diffusions
- An extension of a result of Burdzy and Lawler
- The tail expansion of Gaussian multiplicative chaos and the Liouville reflection coefficient
- Random self-similar trees: a mathematical theory of Horton laws
- Exact simulation of the first-passage time of diffusions
- A remark on the heat equation with a point perturbation, the Feynman-Kac formula with local time and derivative pricing
- Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
- Growth of the Brownian forest
- A lower bound on complexity of optimization on the Wiener space
- Range of Brownian motion with drift
- Brownian Gibbs property for Airy line ensembles
- Time change approach to generalized excursion measures, and its application to limit theorems
- Recurrent extensions of self-similar Markov processes and Cramér's condition
- On the convex hull of a Brownian excursion with parabolic drift.
- On first range times of linear diffusions
- Extreme order statistics of random walks
- On the singular values of complex matrix Brownian motion with a matrix drift
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- Leveraged Lévy processes as models for stock prices
- Integral representations of certain measures in the one-dimensional diffusions excursion theory
- Bessel processes, the Brownian snake and super-Brownian motion
- On inversions and Doob h-transforms of linear diffusions
- Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory
- The most visited site of Brownian motion and simple random walk
- Localization in log-gamma polymers with boundaries
- It� excursion theory via resolvents
- Birth times, death times and time substitutions in Markov chains
- The k-record processes are i.i.d.
- Last exit decompositions and regularity at the boundary of transition probabilities
- Population Dynamics and Random Genealogies
- Uniqueness and universality of the Brownian map
- On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
- Branching Brownian motion seen from its tip
- Martin boundaries for some space-time Markov processes
- A decomposition of Bessel Bridges
- Germ sigma fields and the natural state space of a Markov process
- On coupling of Markov chains
- Zero-One Laws and the Minimum of a Markov Process
- Moments of last exit times
- The harmonic functions of (At, Bt,)
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