Self-similar co-ascent processes and Palm calculus
From MaRDI portal
Publication:6570495
Recommendations
- Moments of passage times and asymptotic behavior of increasing self-similar Markov processes
- Some self-similar processes related to local times
- A class of asymptotically self-similar stable processes with stationary increments
- On the asymptotic behaviour of increasing self-similar Markov processes
- On extremal theory for self-similar processes
Cites work
- Brownian motion. With an appendix by Oded Schramm and Wendelin Werner
- Characterization of Palm measures via bijective point-shifts
- Construction and characterization of stationary and mass-stationary random measures on \(\mathbb{R}^d\)
- scientific article; zbMATH DE number 4007398 (Why is no real title available?)
- scientific article; zbMATH DE number 503432 (Why is no real title available?)
- scientific article; zbMATH DE number 3444539 (Why is no real title available?)
- scientific article; zbMATH DE number 3106341 (Why is no real title available?)
- Invariant transports of stationary random measures and mass-stationarity
- Maximum of a fractional Brownian motion: Probabilities of small values
- Occupation times for smooth stationary processes
- On the expectation of normalized Brownian functionals up to first hitting times
- On the law of a triplet associated with the pseudo-Brownian bridge
- Optimal embeddings by unbiased shifts of Brownian motion
- Path transformations of first passage bridges
- Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes
- Persistence probabilities for stationary increment processes
- Point shift characterization of Palm measures on abelian groups
- Sample path properties of ergodic self-similar processes
- Scaled penalization of Brownian motion with drift and the Brownian ascent
- Self-similar random measures. I: Notion, carrying Hausdorff dimension, and hyperbolic distribution
- Self‐Similar Random Measures III – Self‐Similar Random Processes
- Self‐Similar Random Measures. II A Generalization to Self‐Affine Measures
- Semi-Stable Stochastic Processes
- Skorokhod embeddings for two-sided Markov chains
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
- Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen
- The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift
- Transporting random measures on the line and embedding excursions into Brownian motion
- Unbiased shifts of Brownian motion
- What is typical?
This page was built for publication: Self-similar co-ascent processes and Palm calculus
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6570495)
