scientific article; zbMATH DE number 4088668
From MaRDI portal
Publication:3816802
Recommendations
Cited in
(20)- On the range of Brownian motion and its inverse process
- A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
- Meandering points of two-dimensional Brownian motion
- Gambling for resurrection and the heat equation on a triangle
- A decomposition of the Brownian path
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
- Some results on the Brownian meander with drift
- Mean curvature and the heat equation
- Dynkin's isomorphism theorem and the Ray-Knight theorems
- Range and critical generations of a random walk on Galton-Watson trees
- Decomposing the Brownian path via the range process
- Time and place of the maximum for one-dimensional diffusion bridges and meanders
- The argmin process of random walks, Brownian motion and Lévy processes
- Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
- Analysis of continuous strict local martingales via \(h\)-transforms
- Scaled penalization of Brownian motion with drift and the Brownian ascent
- Random scaling and sampling of Brownian motion
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3816802)