Brownian local time
From MaRDI portal
Publication:5899760
DOI10.1070/RM1989v044n02ABEH002050zbMath0697.60080OpenAlexW2013088033MaRDI QIDQ5899760
Publication date: 1989
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm1989v044n02abeh002050
Related Items
Large deviations for the occupation time functional of a Poisson system of independent Brownian particles ⋮ The diffusive phase of a model of self-interacting walks ⋮ On continuous local times for functions and stochastic processes ⋮ Encounter-based reaction-subdiffusion model I: surface adsorption and the local time propagator ⋮ We like to walk on the comb ⋮ Distribution of functionals of Brownian motion stopped at a time that is inverse to local time ⋮ Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems ⋮ On hardly visited points of the Brownian motion ⋮ The slow bond random walk and the snapping out Brownian motion ⋮ An analytical description of the time-integrated Brownian bridge ⋮ Rates of convergence to Brownian local time ⋮ Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems ⋮ On distributions of functionals of the Brownian motion stopped at a moment inverse to local time ⋮ On the local time of random walk on the 2-dimensional comb ⋮ Generalized gamma approximation with rates for urns, walks and trees ⋮ Quasi-integrals and stochastic integration along sample paths ⋮ Strong convergence of distributions of Brownian sojourn times in approximation procedures