Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications

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scientific article; zbMATH DE number 4088668
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(52)

On the maximum of a Wiener process and its location
Mean curvature and the heat equation
The structure of a Brownian bubble
The near-critical Gibbs measure of the branching random walk
The excursion measure away from zero for spectrally negative Lévy processes
Range and critical generations of a random walk on Galton-Watson trees
Dual representations of Laplace transforms of Brownian excursion and generalized meanders
The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
On the trivariate joint distribution of Brownian motion and its maximum and minimum
Favourite sites of transient Brownian motion
On a Brownian motion conditioned to stay in an open set
External diffusion-limited aggregation on a spanning-tree-weighted random planar map
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
Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
Three-halves variation of geodesics in the directed landscape
On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk
1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale
Bismut-Elworthy's formula and random walk representation for SDEs with reflection
Recurrent extensions of self-similar Markov processes and Cramér's condition
Brownian motion conditioned to spend limited time below a barrier
An analogue of Pitman's \(2M-X\) theorem for exponential Winer functionals. II: The role of the generalized inverse Gaussian laws
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
Supremum distribution of Bessel process of drifting Brownian motion
Patterns in random walks and Brownian motion
Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory
Langevin process reflected on a partially elastic boundary. II
Operational Derivation of Some Brownian Motion Results
Limit theorems for random walk excursion conditioned to enclose a typical area
Effective Langevin equations for constrained stochastic processes
Scaling limit of the path leading to the leftmost particle in a branching random walk
Conditional limit theorems for asymptotically stable random walks
Some joint distributions for conditional random walks
Branching Brownian motion seen from its tip
scientific article; zbMATH DE number 4088668 (Why is no real title available?)
Brownian Motion on So(3) Factorises in Fock Space
Integration by parts on the Brownian Meander
Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
Scaled penalization of Brownian motion with drift and the Brownian ascent
Three dimensional distribution of Brownian motion extrema
Branching Brownian motion in a periodic environment and existence of pulsating traveling waves
Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment
The Seneta-Heyde scaling for supercritical super-Brownian motion
Scaling limit of the local time of random walks conditioned to stay positive
The extremal process of branching Brownian motion with absorption
Construction and sample path properties of Brownian house-moving between two curves
Tails of extinction time and maximal displacement for critical branching killed Lévy process
The greatest convex minorant of Brownian motion, meander, and bridge
Pitman's and Lévy's theorems for Brownian bridges
Random scaling and sampling of Brownian motion
On certain functionals of the maximum of Brownian motion and their applications

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