The following pages link to (Q3756256):
Displaying 50 items.
- The fractional derivative for fractional Brownian local time with Hurst index large than 1/2 (Q284812) (← links)
- Weak convergence of \(h\)-transforms for one-dimensional diffusions (Q504481) (← links)
- Hybrid Atlas models (Q535207) (← links)
- 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) (Q756864) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Annealed tail estimates for a Brownian motion in a drifted Brownian potential (Q879248) (← links)
- On certain functionals of the maximum of Brownian motion and their applications (Q906922) (← links)
- Asymptotic properties for Cauchy's principal values of Brownian and random walk local time (Q945466) (← links)
- Itô's excursion theory and random trees (Q972813) (← links)
- Chung's law for homogeneous Brownian functionals (Q976557) (← links)
- Lamperti-type laws (Q990380) (← links)
- Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) (← links)
- Itô's excursion theory and its applications (Q1000330) (← links)
- On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738) (← links)
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes) (Q1087246) (← links)
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) (Q1116190) (← links)
- Plane Brownian motion in a region with holes (Q1261226) (← links)
- Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times) (Q1263885) (← links)
- Regularity of the Cauchy principal value of the local times of some Lévy processes (Q1281911) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
- On the distribution of Brownian areas (Q1354834) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- Generalized covariances of multi-dimensional Brownian excursion local times. (Q1401308) (← links)
- Limiting laws associated with Brownian motion perturbated by normalized exponential weights (Q1420159) (← links)
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk (Q1429105) (← links)
- Plane wave decomposition of even-dimensional Brownian local times (Q1572906) (← links)
- On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
- Stochastic integral equations for Walsh semimartingales (Q1650115) (← links)
- Stochastic Airy semigroup through tridiagonal matrices (Q1660635) (← links)
- A parallel between Brownian bridges and gamma bridges (Q1769586) (← links)
- An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges (Q1779673) (← 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 the distribution of ranked heights of excursions of a Brownian bridge. (Q1872189) (← links)
- `True' self-avoiding walks with generalized bond repulsion on \(\mathbb{Z}\) (Q1906398) (← links)
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- An integral functional driven by fractional Brownian motion (Q2000147) (← links)
- Time-changed local martingales under signed measures (Q2031003) (← links)
- Iterated foldings of discrete spaces and their limits: candidates for the role of Brownian map in higher dimensions (Q2070447) (← links)
- Formation of large-scale random structure by competitive erosion (Q2189456) (← links)
- One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes (Q2223723) (← links)
- A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\) (Q2346978) (← links)
- Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion (Q2435231) (← links)
- Reflecting a Langevin process at an absorbing boundary (Q2460318) (← links)
- A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations (Q2462303) (← links)
- Time change approach to generalized excursion measures, and its application to limit theorems (Q2481394) (← links)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Q2485446) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- Harmonic extension technique for non-symmetric operators with completely monotone kernels (Q2674623) (← links)
- Boundary traces of shift-invariant diffusions in half-plane (Q2686622) (← links)
