Cyclically stationary Brownian local time processes
From MaRDI portal
Publication:1816405
DOI10.1007/s004400050066zbMath0857.60074OpenAlexW2072141164MaRDI QIDQ1816405
Publication date: 24 February 1997
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050066
Bessel processesRay-Knight theoremsBessel bridgeoccupation densitycyclically stationary Gaussian processesMarkovian local time processes
Stationary stochastic processes (60G10) Brownian motion (60J65) Local time and additive functionals (60J55)
Related Items
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk ⋮ Some Brownian functionals and their laws ⋮ On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes ⋮ Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions ⋮ Analysis of market weights under volatility-stabilized market models ⋮ On occupation times of the first and third quadrants for planar Brownian motion ⋮ Itô's excursion theory and its applications ⋮ On the expected diameter of an \(L_{2}\)-bounded martingale ⋮ The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest ⋮ An excursion approach to Ray-Knight theorems for perturbed Brownian motion ⋮ Random Brownian scaling identities and splicing of Bessel processes