The following pages link to (Q3923359):
Displaying 50 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared (Q402396) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- Call option prices based on Bessel processes (Q539516) (← links)
- Asymptotics for diffusion first-passage laws (Q605857) (← links)
- Excursions of diffusion processes and continued fractions (Q720745) (← links)
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
- Brownian crossings between spheres (Q750012) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Families index for manifolds with boundary, superconnections, and cones. I: Families of manifolds with boundary and Dirac operators (Q910729) (← links)
- On a connection between the non-central \(\chi ^ 2\) distribution and Bessel diffusions (Q916237) (← links)
- Families index for manifolds with boundary, superconnections and cones. II: The Chern character (Q923382) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) (← links)
- The calculation of expectations for classes of diffusion processes by Lie symmetry methods (Q1009482) (← links)
- Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection) (Q1086917) (← links)
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes) (Q1087246) (← links)
- Generalized gamma convolutions and complete monotonicity (Q1121584) (← links)
- Conditioning a diffusion at first-passage and last-exit times, and a mirage arising in drug therapy for HIV (Q1261975) (← links)
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion (Q1272155) (← links)
- From planar Brownian windings to Asian options (Q1318545) (← links)
- Dynkin's isomorphism theorem and the Ray-Knight theorems (Q1333572) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- A ratio inequality for Bessel processes. (Q1423043) (← links)
- Generalized Lévy stochastic areas and selfdecomposability. (Q1423140) (← links)
- Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466) (← links)
- A conversation with Jim Pitman (Q1630402) (← links)
- On the semi-group of a scaled skew Bessel process (Q1726774) (← links)
- Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- A remark about the norm of a Brownian bridge (Q1771429) (← links)
- Some new examples of Markov processes which enjoy the time-inversion property (Q1775523) (← links)
- Queues in tandem with customer deadlines and retrials (Q1934371) (← links)
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift (Q1962218) (← links)
- Multiplier theorems via martingale transforms (Q1982514) (← links)
- Malliavin calculus for non-colliding particle systems (Q1986030) (← links)
- Independent factorization of the last zero arcsine law for Bessel processes with drift (Q2064818) (← links)
- Choquet random sup-measures with aggregations (Q2121640) (← links)
- The Brownian disk viewed from a boundary point (Q2155529) (← links)
- Stationary points in coalescing stochastic flows on \(\mathbb{R}\) (Q2186655) (← links)
- Some properties of bifractional Bessel processes driven by bifractional Brownian motion (Q2209684) (← links)
- Dynamics of the time to the most recent common ancestor in a large branching population (Q2268719) (← links)
- On a gateway between continuous and discrete Bessel and Laguerre processes (Q2323058) (← links)
- Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle (Q2359707) (← links)
