Pages that link to "Item:Q1336263"

The following pages link to Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion (Q1336263):

Displaying 20 items.

• Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\) (Q674516) (← links)
• Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps (Q990774) (← links)
• An excursion approach to Ray-Knight theorems for perturbed Brownian motion (Q1272155) (← links)
• Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
• The arc-sine law and its analogs for processes governed by signed and complex measures (Q1338749) (← links)
• An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions (Q1593606) (← links)
• Some calculations for doubly perturbed Brownian motion (Q1613581) (← links)
• Brownian analogues of Burke's theorem. (Q1766020) (← links)
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (Q1807204) (← links)
• On certain discounted arc-sine laws (Q1965871) (← links)
• Squared Bessel processes of positive and negative dimension embedded in Brownian local times (Q1990043) (← links)
• Path decompositions of perturbed reflecting Brownian motions (Q2080139) (← links)
• Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching (Q2146653) (← links)
• Doubly perturbed jump-diffusion processes (Q2518282) (← links)
• Perturbed uncertain differential equations and perturbed reflected canonical process (Q2671030) (← links)
• Large deviations for perturbed reflected diffusion processes (Q5190570) (← links)
• Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (Q5880397) (← links)
• Asymptotics of first-passage time over a one-sided stochastic boundary (Q5919596) (← links)
• An infinite-dimensional representation of the Ray-Knight theorems (Q6139326) (← links)
• Diffusions on a space of interval partitions: the two-parameter model (Q6164922) (← links)