scientific article; zbMATH DE number 3718235
From MaRDI portal
Publication:3908217
Cited in
(88)- On hardly visited points of the Brownian motion
- Measure-valued branching diffusions with spatial interactions
- Choquet boundaries and efficiency
- Absolute Continuity Results for Superprocesses with Some Applications
- The heat equation and reflected Brownian motion in time-dependent domains.
- Points of increase for random walks
- Dynamics of the time to the most recent common ancestor in a large branching population
- Brownian motion on the Sierpinski gasket
- Small-time asymptotics for fast mean-reverting stochastic volatility models
- Review and implementation of cure models based on first hitting times for Wiener processes
- Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
- Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees
- On the Hausdorff dimension of the Brownian slow points
- On a Brownian motion with a hard membrane
- Stochastic bifurcation models
- Black holes on the plane drawn by a Wiener process
- Flat points of two-dimensional Brownian motion
- On the maximum of a Wiener process and its location
- A limit theorem for singular stochastic differential equations
- The compact support property for solutions to the heat equation with noise
- Mesure du voisinage and occupation density
- A Space-Time Property of a Class of Measure-Valued Branching Diffusions
- Strong invariance for local times
- On the infimum of the local time of a Wiener process
- Transient nearest neighbor random walk and Bessel process
- Eccentric behaviors of the Brownian sheet along lines
- A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
- Self-similar random measures. I: Notion, carrying Hausdorff dimension, and hyperbolic distribution
- A trivariate version of Lévy's equivalence
- Some connections between excursion theory and the discrete Schrödinger equation with random potentials
- Geography of the level sets of the Brownian sheet
- Pathwise stochastic integration and applications to the theory of continuous trading
- A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
- Dynkin's isomorphism theorem and the Ray-Knight theorems
- Sticky Brownian motion as the strong limit of a sequence of random walks
- On skew sticky Brownian motion
- The most visited site of Brownian motion and simple random walk
- On the Feller-Dynkin and the martingale property of one-dimensional diffusions
- Equivalent measure changes for subordinate diffusions
- Structural, continuity, and asymptotic properties of a branching particle system
- Nondifferentiability of curves on the Brownian sheet
- Non-independence of excursions of the Brownian sheet and of additive Brownian motion
- Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
- Excursions of diffusion processes and continued fractions
- Additive subordination and its applications in finance
- Brownian Excursions from Hyperplanes and Smooth Surfaces
- 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)
- First hitting time for Bessel processes
- Subtree prune and regraft: a reversible real tree-valued Markov process
- Rate of convergence in limit theorems for Brownian excursions
- Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem
- Geometric properties of 2-dimensional Brownian paths
- Strong Feller property of sticky reflected distorted Brownian motion
- Brownian Motion at a Slow Point
- Non-equilibrium theory of the allele frequency spectrum
- On the length of the longest excursion
- A matrix-valued point interactions model
- Strong stationary duality for diffusion processes
- Self‐Similar Random Measures III – Self‐Similar Random Processes
- On Excursions of Reflecting Brownian Motion
- More rigorous results on the Kauffman-Levin model of evolution.
- Survival and extinction in a locally regulated population
- A law of the iterated logarithm for stable processes in random scenery
- The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions.
- Lenses in skew Brownian flow
- Asymptotic stability of Schrödinger semigroups: Path integral methods
- Random walk and Brownian local times in Wiener sheets: a tribute to my almost surely most visited \(75\) years young best friends, Endre Csáki and Pál Révész
- On Brownian slow points
- Durbin-Hausman tests for cointegration
- scientific article; zbMATH DE number 7228890 (Why is no real title available?)
- Some characterizations for Brownian motion with Markov switching
- Concatenation and pasting of right processes
- Approach to stationarity for birth and death on flows
- Approximation of stopped Brownian local time by diadic crossing chains
- A central limit theorem for extreme sojourns of diffusion processes
- Increase of stable processes
- A critical case for Brownian slow points
- Option pricing in some non-Lévy jump models
- Continuity of Multidimensional Brownian Local Times
- Extensions of Brownian motion to a family of Grushin-type singularities
- The rate of escape of the most visited site of Brownian motion
- Sets avoided by Brownian motion
- Durbin-Hausman tests for cointegration
- Stochastic algorithms for robustness of control performances
- \(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)
- Increase of Lévy processes
- Beyond the model limit: parameter inference across scales
- An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line
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 Q3908217)
