Forward Brownian motion (Q466894)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Forward Brownian motion	scientific article

Statements

scholarly article

0 references

Forward Brownian motion (English)

0 references

Krzysztof Burdzy

0 references

Michael K. R. Scheutzow

0 references

Probability Theory and Related Fields

0 references

publication date

31 October 2014

0 references

full work available at URL

https://arxiv.org/abs/1302.6958

0 references

zbMATH Keywords

forward Brownian motion

0 references

two-sided Brownian motion

0 references

MaRDI profile type

MaRDI publication profile

0 references

Some applications of duality for Lévy processes in a half-line

0 references

The Influence of the Maximum Term in the Addition of Independent Random Variables

0 references

On Brownian slow points

0 references

A conditioned limit theorem for random walk and Brownian local time on square root boundaries

0 references

On skew Brownian motion

0 references

0 references

Theory of probability and random processes.

0 references

On the constructions of the skew Brownian motion

0 references

On the Hausdorff dimension of the Brownian slow points

0 references

0 references

Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I

0 references

Identifiers

zbMATH Open document ID

0 references

10.1007/s00440-013-0524-x

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:466894

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q466894&oldid=35419659"