Excursions in Brownian motion
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Cites work
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Cited in
(66)- On the excursion theory for linear diffusions
- Brownian motion and algorithm complexity
- Random walks, Gaussian processes and list structures
- Dynamic algorithms in D. E. Knuth's model: A probabilistic analysis
- Asymptotic properties of some underdiagonal walks generation algorithms
- Large finite population queueing systems: The single-server model
- Some width function asymptotics for weighted trees
- Generalized covariances of multi-dimensional Brownian excursion local times.
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- The height and range of watermelons without wall
- Thermodynamics for the zero-level set of the Brownian bridge
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- Modeling credit risk with partial information.
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
- On excursions inside an excursion
- Time and place of the maximum for one-dimensional diffusion bridges and meanders
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- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Some results on the Brownian meander with drift
- Scaling limits of random Pólya trees
- Random real trees
- Volume growth and heat kernel estimates for the continuum random tree
- Interpolation for partly hidden diffusion processes
- Filterlng of hidden diffusion processes
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- Patterns in random walks and Brownian motion
- Nonequilibrium density profiles in Lorentz tubes with thermostated boundaries
- On the asymptotics of a Wiener integral
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing
- Intermediate-level crossings of a first-passage path
- Using excursion to analyze simulation output
- Conditional limit theorems for asymptotically stable random walks
- On Excursions of Reflecting Brownian Motion
- On the Excursion Process of Brownian Motion
- On the Explicit Form of the Density of Brownian Excursion Local Time
- Excursion and meander in random walk
- A cluster of great formulas
- The shape of random pattern-avoiding permutations
- Downcrossings and local time
- Excursions of Brownian motion and bessel processes
- Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path
- Brownian bridge asymptotics for random mappings
- Local equilibrium of particle density in planar Lorentz processes
- Shifting processes with cyclically exchangeable increments at random
- Conditioning diffusion processes with killing rates
- Conditioning two diffusion processes with respect to their first-encounter properties
- Conditioning diffusion processes with respect to the local time at the origin
- An Inequality for Gaussians on Lattices
- Double-barrier Parisian options
- The distance profile of rooted and unrooted simply generated trees
- An extension of Vervaat's transformation and its consequences
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- A general size-biased distribution
- Stochastic Processes in the Decades after 1950
- Limit theorems of Brownian additive functionals
- Perturbed Brownian motion and its application to Parisian option pricing
- Precise logarithmic asymptotics for the right tails of some limit random variables for random trees
- Pattern-avoiding permutations and Brownian excursion. II: Fixed points
- On the distribution of the telegraph meander and its properties
- Last exit time until first exit time for spectrally negative Lévy processes
- Generalized gamma approximation with rates for urns, walks and trees
- Joint exact simulation of the maximum and its location for some constrained Brownian processes
- On the sojourn time of a generalized Brownian meander
- On certain functionals of the maximum of Brownian motion and their applications
- Double-sided Parisian option pricing
- Itô's excursion theory and random trees
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