Excursions in Brownian motion
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Publication:1237459
DOI10.1007/BF02385832zbMATH Open0356.60033OpenAlexW1995417036MaRDI QIDQ1237459FDOQ1237459
Publication date: 1976
Published in: Arkiv för Matematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02385832
Cites Work
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- Maxima in Brownian excursions
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- An invariance principle for random walk conditioned by a late return to zero
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- On the boundary theory for Markov chains. II
- Downcrossings and local time
- A bivariate distribution in regeneration
Cited In (63)
- On the sojourn time of a generalized Brownian meander
- The shape of random pattern-avoiding permutations
- Pattern-avoiding permutations and Brownian excursion. II: Fixed points
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Brownian motion and algorithm complexity
- On the Explicit Form of the Density of Brownian Excursion Local Time
- Dynamic algorithms in D. E. Knuth's model: A probabilistic analysis
- Downcrossings and local time
- Generalized covariances of multi-dimensional Brownian excursion local times.
- Filterlng of hidden diffusion processes
- Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
- Intermediate-level crossings of a first-passage path
- Some results on the Brownian meander with drift
- On the excursion theory for linear diffusions
- Random real trees
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing
- Brownian bridge asymptotics for random mappings
- On the asymptotics of a Wiener integral
- On excursions inside an excursion
- Double-Barrier Parisian Options
- A cluster of great formulas
- Interpolation for partly hidden diffusion processes
- Perturbed Brownian motion and its application to Parisian option pricing
- Time and place of the maximum for one-dimensional diffusion bridges and meanders
- The value of the high, low and close in the estimation of Brownian motion
- Double-sided Parisian option pricing
- On certain functionals of the maximum of Brownian motion and their applications
- Shifting Processes with Cyclically Exchangeable Increments at Random
- On the Excursion Process of Brownian Motion
- Some width function asymptotics for weighted trees
- Itô's excursion theory and random trees
- Asymptotic properties of some underdiagonal walks generation algorithms
- The height and range of watermelons without wall
- An Inequality for Gaussians on Lattices
- Generalized gamma approximation with rates for urns, walks and trees
- USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT
- Large finite population queueing systems: The single-server model
- Modeling credit risk with partial information.
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- Volume growth and heat kernel estimates for the continuum random tree
- Limit theorems of Brownian additive functionals
- Scaling limits of random Pólya trees
- Thermodynamics for the zero-level set of the Brownian bridge
- On Excursions of Reflecting Brownian Motion
- Conditional limit theorems for asymptotically stable random walks
- Nonequilibrium density profiles in Lorentz tubes with thermostated boundaries
- Patterns in Random Walks and Brownian Motion
- Precise logarithmic asymptotics for the right tails of some limit random variables for random trees
- Excursions of Brownian motion and bessel processes
- On the distribution of ranked heights of excursions of a Brownian bridge.
- Random walks, Gaussian processes and list structures
- Excursion and meander in random walk
- The distance profile of rooted and unrooted simply generated trees
- A general size-biased distribution
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Local equilibrium of particle density in planar Lorentz processes
- Conditioning diffusion processes with killing rates
- Conditioning two diffusion processes with respect to their first-encounter properties
- Stochastic Processes in the Decades after 1950
- Conditioning diffusion processes with respect to the local time at the origin
- An extension of Vervaat's transformation and its consequences
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