Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
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- Convergence and nonconvergence of scaled self-interacting random walks to Brownian motion perturbed at extrema
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- Large deviations for perturbed reflected diffusion processes
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- Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
- The averaging method for doubly perturbed distribution dependent SDEs
- Perturbed uncertain differential equations and perturbed reflected canonical process
- Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
- Explicit laws for the records of the perturbed random walk on \(\mathbb{Z} \)
- ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
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- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
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