scientific article; zbMATH DE number 3624495
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(83)- Itô's excursion theory and its applications
- Local and global Markoff fields
- Reverse time diffusions
- Some exponential type bounds for hitting time distributions of storage processes
- Self-intersections of 1-dimensional random walks
- Continuity of martingales in the Brownian excursion filtration
- Convex-invariant means and a pathwise central limit theorem
- Developement of stochastic partial differential equations for subsurface hydrology
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
- Geometric properties of 2-dimensional Brownian paths
- Impulse control of piecewise-deterministic processes
- Martingales and stochastic integrals in the theory of continuous trading
- Wishart processes
- The asymptotic contour process of a binary tree is a Brownian excursion
- Brownian motion on a homogeneous fractal
- On path integrals for the high-dimensional Brownian bridge
- Non-Markovian invariant measures are hyperbolic
- Conditioning a reflected one-dimensional diffusion via its canonical decomposition
- Green's functions for the Schrödinger operator with periodic potential
- Markov processes related with Dunkl operators
- Probability theory and polymer physics
- Random Brownian scaling identities and splicing of Bessel processes
- Brownian motion with restoring drift: The petit and micro-canonical ensembles
- Convergence of path measures arising from a mean field or polaron type interaction
- Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes
- Brownian motion with a sticky boundary and point sources in quantum mechanics
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
- Cramér's estimate for Lévy processes
- Divergent sums over excursions
- Large deviations results for subexponential tails, with applications to insurance risk
- On strong forms of weak convergence
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
- Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II.
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- A transition function expansion for a diffusion model with selection.
- Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
- Modeling of applied problems by stochastic systems and their analysis using the moment equations
- Stochastic Komatu-Loewner evolutions and BMD domain constant
- Some Markov processes with Brownian exit distributions
- Asymptotic stability of Schrödinger semigroups: Path integral methods
- Extremal exponents of random dynamical systems do not vanish
- A diffusion model for exchange rates. I: Theoretical introduction
- On isomorphisms between Hardy spaces on complex balls
- Non-intersection exponents for Brownian paths. Part I: Existence and an invariance principle
- On the distribution of ranked heights of excursions of a Brownian bridge.
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Minimising the expected commute time
- On Kelvin transformation
- Continuity properties of Markov semigroups and their restrictions to invariant \(L^{1}\)-spaces
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- Markov Chains Conditioned Never to Wait Too Long at the Origin
- It� excursion theory via resolvents
- Birth times, death times and time substitutions in Markov chains
- The k-record processes are i.i.d.
- Last exit decompositions and regularity at the boundary of transition probabilities
- scientific article; zbMATH DE number 7346269 (Why is no real title available?)
- Brownian Excursions from Hyperplanes and Smooth Surfaces
- Brownian Motion at a Slow Point
- A limit theorem for renewal sequences with an application to local time
- A decomposition of Bessel Bridges
- Compact symmetry groups and generators for sub-Markovian semigroups
- Calcul des variations stochastique et processus de sauts
- Impulsive control of piecewise-deterministic processes with long run average cost
- Optimal control of semilinear stochastic evolution equations
- A path-transformation for random walks and the Robinson-Schensted correspondence
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- A Nonintrusive Reduced-Order Model for Uncertainty Quantification in Numerical Solution of One-Dimensional Free-Surface Water Flows Over Stochastic Beds
- The calculus of boundary processes
- On the range of the generator of a Markovian semigroup
- Stochastic Processes in the Decades after 1950
- On hitting times for jump-diffusion processes with past dependent local characteristics
- On the uniqueness of solutions to martingale problems for diffusion operators with progressively measurable random coefficients
- Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations
- 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)
- Typical differentiability within an exceptionally small set
- Continuity properties of Hilbert space valued martingales
- Long time existence for the heat equation with a noise term
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
- Markov branching processes with instantaneous immigration
- Curvature of the convex hull of planar Brownian motion near its minimum point
- Continuous extensions of skew product diffusions
- A functional limit theorem for the profile of \(b\)-ary trees
- Average optimality for continuous-time Markov decision processes in Polish spaces
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