Some Brownian functionals and their laws
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 994429 (Why is no real title available?)
- scientific article; zbMATH DE number 3425963 (Why is no real title available?)
- scientific article; zbMATH DE number 3854115 (Why is no real title available?)
- scientific article; zbMATH DE number 4199205 (Why is no real title available?)
- scientific article; zbMATH DE number 4147255 (Why is no real title available?)
- scientific article; zbMATH DE number 3897967 (Why is no real title available?)
- scientific article; zbMATH DE number 3947360 (Why is no real title available?)
- scientific article; zbMATH DE number 4005284 (Why is no real title available?)
- scientific article; zbMATH DE number 4064201 (Why is no real title available?)
- scientific article; zbMATH DE number 3718273 (Why is no real title available?)
- scientific article; zbMATH DE number 3723642 (Why is no real title available?)
- scientific article; zbMATH DE number 3736754 (Why is no real title available?)
- scientific article; zbMATH DE number 3782160 (Why is no real title available?)
- scientific article; zbMATH DE number 3787801 (Why is no real title available?)
- scientific article; zbMATH DE number 3503742 (Why is no real title available?)
- scientific article; zbMATH DE number 1210406 (Why is no real title available?)
- scientific article; zbMATH DE number 1210414 (Why is no real title available?)
- scientific article; zbMATH DE number 503136 (Why is no real title available?)
- scientific article; zbMATH DE number 635670 (Why is no real title available?)
- scientific article; zbMATH DE number 1047472 (Why is no real title available?)
- scientific article; zbMATH DE number 1047473 (Why is no real title available?)
- scientific article; zbMATH DE number 1054244 (Why is no real title available?)
- scientific article; zbMATH DE number 1163910 (Why is no real title available?)
- scientific article; zbMATH DE number 1163914 (Why is no real title available?)
- scientific article; zbMATH DE number 1515832 (Why is no real title available?)
- scientific article; zbMATH DE number 206027 (Why is no real title available?)
- scientific article; zbMATH DE number 936418 (Why is no real title available?)
- scientific article; zbMATH DE number 3894215 (Why is no real title available?)
- scientific article; zbMATH DE number 3306391 (Why is no real title available?)
- scientific article; zbMATH DE number 3381619 (Why is no real title available?)
- scientific article; zbMATH DE number 956694 (Why is no real title available?)
- scientific article; zbMATH DE number 956702 (Why is no real title available?)
- scientific article; zbMATH DE number 956712 (Why is no real title available?)
- A Formula for E W exp( - 2 -1 a 2 || x + y || 2 2 )
- Amenable actions and harmonic functions
- An explanation of the Ciesielski-Taylor theorem
- Central limit theorem for the Edwards model
- Conditioned diffusions which are Brownian bridges
- Cyclically stationary Brownian local time processes
- Excursions of Brownian motion and bessel processes
- Fubini's theorem for double Wiener integrals and the variance of the Brownian path
- La filtration de B + L
- Les théorèmes de ray-knight et la mesure d'ti:ô pour le mouvement brownien sur le tore R/Z
- Local time is a semi-martingale
- Lévy's stochastic area formula for gaussian processes
- Markov properties of diffusion local time: a martingale approach
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- On polymer conformations in elongational flows
- On the Ray-Knight Markov Property of Local Times
- Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
- Pitman type theorem for one-dimensional diffusion processes
- Semi-martingales et grossissement d'une filtration
- Semiflexible polymers in straining flows
- Special Functions, Stieltjes Transforms and Infinite Divisibility
- Stochastic integrals in the plane
- The Feynman-Kac formula and decomposition of Brownian paths
- Tsirel'son's equation in discrete time
- Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
Cited in
(20)- Hitting half-spaces by Bessel-Brownian diffusions
- Martingale transforms and \(L^p\)-norm estimates of Riesz transforms on complete Riemannian manifolds
- Limiting distributions associated with moments of exponential Brownian functionals
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- Some perpetual integral functionals of the three-dimensional Bessel process
- Brownian motion and its functionals
- Sharp estimates of the Green function of hyperbolic Brownian motion
- A stochastic flow arising in the study of local times
- On the distribution of verhulst process
- scientific article; zbMATH DE number 5029862 (Why is no real title available?)
- On quadratic functionals of the Brownian sheet and related processes
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
- Yule's ``Nonsense correlation: moments and density
- A Karhunen-Loève expansion for a mean-centered Brownian bridge
- scientific article; zbMATH DE number 66581 (Why is no real title available?)
- On matching diffusions, Laplace transforms and partial differential equations
- Some properties of Kagi and Renko moments for Brownian motion
- Heuristic approach to some laws for brownian motion
- Spacings-ratio empirical processes
This page was built for publication: Some Brownian functionals and their laws
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1370221)