Excursions of Brownian motion and bessel processes
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Publication:4184027
DOI10.1007/BF00533253zbMath0399.60074MaRDI QIDQ4184027
Michael J. Sharpe, Ronald Getoor
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (33)
Distribution of the time to explosion for one-dimensional diffusions ⋮ On the Excursion Process of Brownian Motion ⋮ Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion ⋮ 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) ⋮ Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk ⋮ Some joint distributions for conditional random walks ⋮ Some Brownian functionals and their laws ⋮ Annealed tail estimates for a Brownian motion in a drifted Brownian potential ⋮ Construction of an Edwards' probability measure on \(\mathcal C(\mathbb R_+, \mathbb R)\) ⋮ Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes ⋮ On the Explicit Form of the Density of Brownian Excursion Local Time ⋮ On the path integral formulation of Wigner–Dunkl quantum mechanics ⋮ Generalized covariances of multi-dimensional Brownian excursion local times. ⋮ On bivariate distributions of the local time of Itô-McKean diffusions ⋮ Hitting times of Bessel processes ⋮ Approximation models for the continuous additive functionals of multidimensional Brownian motion ⋮ The degree profile of random Pólya trees ⋮ Excursions of dual processes ⋮ Probabilistic approach to wave propagations problems. V: A collection of examples ⋮ Hitting half-spaces by Bessel-Brownian diffusions ⋮ Moderate deviations for diffusions with Brownian potentials ⋮ A Ciesielski-Taylor type identity for positive self-similar Markov processes ⋮ Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson ⋮ On the excursion theory for linear diffusions ⋮ A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation ⋮ Plane Brownian motion in a region with holes ⋮ Asymptotics of the densities of the first passage time distributions for Bessel diffusions ⋮ A transformation for spectrally negative Lévy processes and applications ⋮ The probability distributions of the first hitting times of Bessel processes ⋮ Hitting times to spheres of Brownian motions with drifts starting from the origin ⋮ A decomposition of Bessel Bridges ⋮ Steady state of overdamped particles in the non-conservative force field of a simple non-linear model of optical trap ⋮ From planar Brownian windings to Asian options
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