scientific article; zbMATH DE number 1047448

MaRDI QIDQ4349221zbMATH OpenFDO

Authors J. Warren

Publication date 19 March 1998

Full work available at URL http://www.numdam.org/item?id=SPS_1997__31__1_0, https://eudml.org/doc/113954

zbMATH Keywords

Bessel processBrownian motioncontinuous-state branching processstochastic differential equation

Mathematics Subject Classification ID

Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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(29)

• Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations
• Intersection-equivalence of Brownian paths and certain branching processes
• Squared Bessel processes of positive and negative dimension embedded in Brownian local times
• Large deviations for sticky Brownian motions
• A functional limit theorem for coin tossing Markov chains
• Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing
• Conditional law and occupation times of two-sided sticky Brownian motion
• On skew sticky Brownian motion
• Sticky couplings of multidimensional diffusions with different drifts
• Multidimensional sticky Brownian motions as limits of exclusion processes
• Parameter symmetry in perturbed GUE corners process and reflected drifted Brownian motions
• The Gorin-Shkolnikov identity and its random tree generalization
• Optimal control of martingales in a radially symmetric environment
• Sticky particles and stochastic flows
• On some properties of sticky Brownian motion
• scientific article; zbMATH DE number 18220 (Why is no real title available?)
• Markov chain approximation of one-dimensional sticky diffusions
• Behavior near walls in the mean-field approach to crowd dynamics
• Sticky Brownian Motion and Its Numerical Solution
• Markov processes with spatial delay: path space characterization, occupation time and properties
• Recovering a time-homogeneous stock price process from perpetual option prices
• The sticky Lévy process as a solution to a time change equation
• Convergence of the dynamical discrete web to the dynamical Brownian web
• Rewriting history in integrable stochastic particle systems
• The Wiener stochastic flow associated with the skew sticky Tanaka equation
• Consistent families of Brownian motions and stochastic flows of kernels
• Changing the branching mechanism of a continuous state branching process using immigration
• Local times of ranked continuous semimartingales
• Marking \((1, 2)\) points of the Brownian web and applications

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