The following pages link to A Guided Tour through Excursions (Q3031744):
Displaying 29 items.
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- Harmonic functions on Walsh's Brownian motion (Q402410) (← links)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- Brownian excursions on combs (Q1280432) (← links)
- On polymer conformations in elongational flows (Q1317413) (← links)
- The rank of the present excursion (Q1346148) (← links)
- The distribution of time spent by a standard excursion above a given level, with applications to ring polymers near a discontinuity in potential (Q1380237) (← links)
- Excursions for polymers in elongational flows. (Q1593217) (← links)
- The excursion measure away from zero for spectrally negative Lévy processes (Q1635961) (← links)
- The value of foresight (Q1679467) (← links)
- The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
- Branching Brownian motion with catalytic branching at the origin (Q2255622) (← links)
- On the first positive and negative excursion exceeding a given length (Q2322614) (← links)
- The coalescent structure of continuous-time Galton-Watson trees (Q2657912) (← links)
- Excursions of the Brox diffusion (Q2676993) (← links)
- Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
- Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334) (← links)
- Brownian Motion in a Wedge with Variable Skew Reflection (Q3979970) (← links)
- (Q4279456) (← links)
- On functionals of excursions for Bessel processes with negative index (Q4615044) (← links)
- Addendum to ?it� excursion theory via resolvents? (Q5186510) (← links)
- Recurrence and transience of reflecting Brownian motion in the quadrant (Q5288387) (← links)
- Double-Barrier Parisian Options (Q5391078) (← links)
- The correlation of the maxima of correlated Brownian motions (Q5754697) (← links)
- An introduction to excursion risk through discrete-time excursions (Q6139493) (← links)
- Notes on a certain local time and excursions of simple symmetric random walks (Q6165003) (← links)
- On bivariate distributions of the local time of Itô-McKean diffusions (Q6178557) (← links)
