Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
From MaRDI portal
Publication:4091229
Cited in
(only showing first 100 items - show all)- On first range times of linear diffusions
- A conversation with Jim Pitman
- Sur une conjecture de M. Kac. (On a conjecture of M. Kac)
- New perspectives on Ray's theorem for the local times of diffusions
- Extreme order statistics of random walks
- Volterra integral equations of the first kind and applications to linear diffusions
- Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
- Uniqueness and universality of the Brownian map
- On the convex hull of a Brownian excursion with parabolic drift.
- An extension of a result of Burdzy and Lawler
- On the local rate of growth of Lévy processes with no positive jumps
- Recurrent extensions of self-similar Markov processes and Cramér's condition
- Marginal densities of the least concave majorant of Brownian motion.
- Splitting times for Markov processes and a generalised Markov property for diffusions
- Shift‐invariance for vertex models and polymers
- The calculus of boundary processes
- Path transformations for local times of one-dimensional diffusions
- Statistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervals
- Probability unfolding, 1965‒2015
- Rate of escape of conditioned Brownian motion
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- The exact packing measure of Brownian double points
- Exact simulation of the first-passage time of diffusions
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- Size-biased sampling of Poisson point processes and excursions
- Branching Brownian motion seen from its tip
- A path-transformation for random walks and the Robinson-Schensted correspondence
- Conformal welding for critical Liouville quantum gravity
- Isoperimetric inequalities in the Brownian plane
- Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
- The most visited point of a closed set by Brownian motion
- Conditionings and path decompositions for Lévy processes
- Optimal stopping problems for some Markov processes
- A decomposition of the Brownian path
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
- A remark on the heat equation with a point perturbation, the Feynman-Kac formula with local time and derivative pricing
- A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes
- Applications of the continuous-time ballot theorem to Brownian motion and related processes.
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
- Leveraged Lévy processes as models for stock prices
- Brownian analogues of Burke's theorem.
- The tail expansion of Gaussian multiplicative chaos and the Liouville reflection coefficient
- On the excursion theory for linear diffusions
- Area versus capacity and independence in the crushed ice model
- Limit law of the local time for Brox's diffusion
- Markovian structure in the concave majorant of Brownian motion
- The greatest convex minorant of Brownian motion, meander, and bridge
- On bivariate distributions of the local time of Itô-McKean diffusions
- On a first hit distribution of the running maximum of Brownian motion
- Ward identities in the \(\mathfrak{sl}_3\) Toda conformal field theory
- Range of Brownian motion with drift
- Random self-similar trees: a mathematical theory of Horton laws
- Three-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficients
- On polymer conformations in elongational flows
- The distribution of Gaussian multiplicative chaos on the unit interval
- Three-dimensional Brownian motion and the golden ratio rule
- Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction
- Localization in log-gamma polymers with boundaries
- Integrability of boundary Liouville conformal field theory
- Non-equilibrium theory of the allele frequency spectrum
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- The k-record processes are i.i.d.
- Time and place of the maximum for one-dimensional diffusion bridges and meanders
- From planar Brownian windings to Asian options
- Forward Brownian motion
- Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
- Lower bound on complexity of optimization of continuous functions
- Self-intersections of 1-dimensional random walks
- Martin boundaries for some space-time Markov processes
- Random Brownian scaling identities and splicing of Bessel processes
- Pairwise near-maximal grand coupling of Brownian motions
- Moments of last exit times
- On functionals of excursions for Bessel processes with negative index
- The occupation time of Brownian motion in a ball
- Lévy processes with no positive jumps at an increase time
- Favourite sites of transient Brownian motion
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
- On the critical-subcritical moments of moments of random characteristic polynomials: a GMC perspective
- Spine representations for non-compact models of random geometry
- A decomposition of Bessel Bridges
- Annealed tail estimates for a Brownian motion in a drifted Brownian potential
- Local conditioning in Dawson-Watanabe superprocesses
- Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations
- Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
- Zero-One Laws and the Minimum of a Markov Process
- Two-dimensional Brownian random interlacements
- A lower bound on complexity of optimization on the Wiener space
- It� excursion theory via resolvents
- On inversions and Doob \(h\)-transforms of linear diffusions
- Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)
- On coupling of Markov chains
- Brownian Gibbs property for Airy line ensembles
- A local time curiosity in random environment
- On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
- Statistical properties of shocks in Burgers turbulence
- Time change approach to generalized excursion measures, and its application to limit theorems
- Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- The most visited site of Brownian motion and simple random walk
- Independent factorization of the last zero arcsine law for Bessel processes with drift
This page was built for publication: Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4091229)
