The stochastic Jacobi flow
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Cites work
- A stochastic flow arising in the study of local times
- A survey and some generalizations of Bessel processes
- An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift
- An infinite-dimensional representation of the Ray-Knight theorems
- Brownian excursion conditioned on its local time
- Coalescences in continuous-state branching processes
- From loop clusters and random interlacements to the free field
- Generalized Fleming-Viot processes with immigration via stochastic flows of partitions
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- Inverting Ray-Knight identities on trees
- Inverting Ray-Knight identity
- Inverting the coupling of the signed Gaussian free field with a loop-soup
- Inverting the ray-knight identity on the line
- Kingman's coalescent and Brownian motion
- On exceptional times for generalized Fleming-Viot processes with mutations
- On the spatial Markov property of soups of unoriented and oriented loops
- Path decompositions of perturbed reflecting Brownian motions
- Perturbed Brownian motions
- Poissons ensemble of loops of one-dimensional diffusions
- Ray-Knight theorems related to a stochastic flow
- Stochastic bifurcation models
- Stochastic equations, flows and measure-valued processes
- Stochastic flows associated to coalescent processes
- Stochastic flows associated to coalescent processes. II: Stochastic differential equations
- The true self-repelling motion
- Wright-Fisher diffusion with negative mutation rates
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