Sojourn times of diffusion processes

Cited in

(74)

On the character of convergence to Brownian local time. I
On the character of convergence to Brownian local time. II
A ratio ergodic theorem for increasing additive functionals
On the increments of the local time of a Wiener sheet
Distribution of the supremum of increments of Brownian local time
A note on the stability of the local time of a Wiener process
The law of the iterated logarithm for local time of a Lévy process
Tables of distributions of functionals of Brownian motion
Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)
Distribution of integral functionals of the local time of a Bessel process
Dynkin's isomorphism theorem and the Ray-Knight theorems
The most visited point of a closed set by Brownian motion
On the Markov property of local time for Markov processes on graphs
Brownian motion normalized by maximum local time
New perspectives on Ray's theorem for the local times of diffusions
Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
Ray-Knight representation of flows of branching processes with competition by pruning of Lévy trees
Exponential concentration of cover times
The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
No more than three favorite sites for simple random walk
The escape rate of favorite sites of simple random walk and Brownian motion.
Favorite sites of a persistent random walk
Inverting the ray-knight identity on the line
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
Exceptional points of two-dimensional random walks at multiples of the cover time
High-frequency asymptotics for path-dependent functionals of Itô semimartingales
On the divergence of certain integrals of the Wiener process
Joint density for the local times of continuous-time Markov chains
Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees
Distributions of functionals of the local time of Brownian motion with discontinuous drift
Nonequilibrium density profiles in Lorentz tubes with thermostated boundaries
The most visited site of Brownian motion and simple random walk
Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes
A maximal inequality for upcrossings of a continuous martingale
Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
(Semi-) martingale inequalities and local times
Local time is a semi-martingale
Continuity of Multidimensional Brownian Local Times
Comportement des semi-martingales dans un grossissement de filtration
Rates of convergence of diffusions with drifted Brownian potentials
Cover times, blanket times, and majorizing measures
Sub-Gaussian bound for the one-dimensional Bouchaud trap model
An encounter-based approach for restricted diffusion with a gradient drift
Continuity of local times for L�vy processes
On the local time process of a skew Brownian motion
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
On the local time of random walk on the 2-dimensional comb
Brownian Local Times and Taboo Processes
Decomposing the Brownian path
Random Walks and A Sojourn Density Process of Brownian Motion
Statistics of boundary encounters by a particle diffusing outside a compact planar domain
Brownian local times
On the properties for increments of a local time -- a look through the set of limit points
Shift‐invariance for vertex models and polymers
An infinite-dimensional representation of the Ray-Knight theorems
Distributions of functionals of a skew Brownian motion with discontinuous drift
Distribution of Functionals of Brownian Motion with Linear Drift and Elastically Killed at Zero
Brownian Local Time of the Second Order
Fluctuations of the local times of the self-repelling random walk with directed edges
A Ray-Knight theorem for \(\nabla \phi\) interface models and scaling limits
Stochastic Volterra equations for the local times of spectrally positive stable processes
Limit theorems for the trajectory of the self-repelling random walk with directed edges
Brownian local time of the second order at the inverse local time moment
Some results on the supremum and on the first passage time of the generalized telegraph process
On favourite sites of a random walk in moderately sparse random environment
Relative complexity of random walks in random sceneries
One-arm exponent of critical level-set for metric graph Gaussian free field in high dimensions
Inverting Ray-Knight identity
Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
A martingale characterisation of the Brownian excursion compensator
Distribution of integral functionals of a Brownian motion process
The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
Annealed tail estimates for a Brownian motion in a drifted Brownian potential

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