Pages that link to "Item:Q1812190"

The following pages link to Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches (Q1812190):

Displaying 33 items.

• Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
• A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
• On the distribution of integral functionals of a homogeneous diffusion process (Q341080) (← links)
• A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
• On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
• Excursions of diffusion processes and continued fractions (Q720745) (← links)
• Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
• Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
• \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
• Extension technique for complete Bernstein functions of the Laplace operator (Q1991716) (← links)
• A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
• On occupation times of one-dimensional diffusions (Q2031021) (← links)
• Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
• General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
• An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
• Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
• Diffusion occupation time before exiting (Q2259237) (← links)
• On the first positive and negative excursion exceeding a given length (Q2322614) (← links)
• An occupation time related potential measure for diffusion processes (Q2358367) (← links)
• On the joint law of the occupation times for a diffusion process on multiray (Q2360637) (← links)
• Filtration shrinkage by level-crossings of a diffusion (Q2371954) (← links)
• Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
• Last-passage time for linear diffusions and application to the emptying time of a box (Q2659307) (← links)
• Boundary traces of shift-invariant diffusions in half-plane (Q2686622) (← links)
• On certain integral functionals of squared Bessel processes (Q2804020) (← links)
• Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory (Q2856040) (← links)
• Invariance formulas for stopping times of squared Bessel process (Q4685698) (← links)
• Local time of an Ornstein–Uhlenbeck particle (Q4992305) (← links)
• Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)
• Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
• On bivariate distributions of the local time of Itô-McKean diffusions (Q6178557) (← links)
• Integration by parts formula for exit times of one dimensional diffusions (Q6612909) (← links)