Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
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Publication:4716656
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(24)- Perturbed uncertain differential equations and perturbed reflected canonical process
- Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
- Perturbations of singular fractional SDEs
- Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow
- Doubly perturbed jump-diffusion processes
- Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
- Convergence and nonconvergence of scaled self-interacting random walks to Brownian motion perturbed at extrema
- The range of once‐reinforced random walk in one dimension
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
- Explicit laws for the records of the perturbed random walk on \(\mathbb{Z} \)
- The de Finetti Problem with Uncertain Competition
- Rough differential equations containing path-dependent bounded variation terms
- Asymptotics of first-passage time over a one-sided stochastic boundary
- Greedy walk on the real line
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
- Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
- Large deviations for perturbed reflected diffusion processes
- ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
- Smooth densities of the laws of perturbed diffusion processes
- An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
- Some calculations for doubly perturbed Brownian motion
- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
- The averaging method for doubly perturbed distribution dependent SDEs
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