Sojourn times of diffusion processes

Cited in

(71)

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

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