Pages that link to "Item:Q4092732"
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The following pages link to Bessel diffusions as a one-parameter family of diffusion processes (Q4092732):
Displaying 50 items.
- From Sturm-Liouville problems to fractional and anomalous diffusions (Q449235) (← links)
- Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
- Call option prices based on Bessel processes (Q539516) (← links)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Branching processes with immigration and related topics (Q719983) (← links)
- Effect of random time changes on Loewner hulls (Q783780) (← links)
- Fundamental solution for Cauchy initial value problem for parabolic PDEs with discontinuous unbounded first-order coefficient at the origin. Extension of the classical parametrix method (Q829571) (← links)
- On a connection between the non-central \(\chi ^ 2\) distribution and Bessel diffusions (Q916237) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- Volume growth and escape rate of Brownian motion on a complete Riemannian manifold (Q989188) (← links)
- Itô's excursion theory and its applications (Q1000330) (← links)
- The Skorokhod problem in a time-dependent interval (Q1004400) (← links)
- Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration (Q1028269) (← links)
- Some connections between excursion theory and the discrete Schrödinger equation with random potentials (Q1075696) (← links)
- Random creation and dispersion of mass (Q1081961) (← links)
- Comparison theorems for Brownian motions on Riemannian manifolds and their applications (Q1097589) (← links)
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) (Q1116190) (← links)
- Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes) (Q1177210) (← links)
- Wishart processes (Q1181413) (← links)
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion (Q1272155) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
- Dynkin's isomorphism theorem and the Ray-Knight theorems (Q1333572) (← links)
- On the future infima of some transient processes (Q1333573) (← links)
- IBNR reserves under stochastic interest rates (Q1381454) (← links)
- Construction of immigration superprocesses with dependent spatial motion from one-di\-men\-sion\-al excursions (Q1411601) (← links)
- A ratio inequality for Bessel processes. (Q1423043) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Brownian motion and Dirichlet problems at infinity (Q1431489) (← links)
- Representations and isomorphism identities for infinitely divisible processes (Q1621440) (← links)
- On the semi-group of a scaled skew Bessel process (Q1726774) (← links)
- On a one-parameter generalization of the Brownian bridge and associated quadratic functionals (Q1770908) (← links)
- An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges (Q1779673) (← links)
- Limiting angle of Brownian motion in certain two-dimensional Cartan-Hadamard manifolds (Q1801429) (← 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 hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- Squared Bessel processes of positive and negative dimension embedded in Brownian local times (Q1990043) (← links)
- Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions (Q2039416) (← links)
- Bessel SPDEs with general Dirichlet boundary conditions (Q2042829) (← links)
- Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk (Q2139110) (← links)
- Shuffling cards by spatial motion (Q2169067) (← links)
- Bessel SPDEs and renormalised local times (Q2174661) (← links)
- A limit theorem of two-type Galton-Watson branching processes with immigration (Q2270870) (← links)
- Projections of scaled Bessel processs (Q2316579) (← links)
- Shiga-Watanabe's time inversion property for self-similar diffusion processes (Q2373676) (← links)
- Iterated integrals with respect to Bessel processes (Q2387335) (← links)
- Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649) (← links)
- Skew convolution semigroups and affine Markov processes (Q2497172) (← links)
- Large deviations for squared radial Ornstein-Uhlenbeck processes. (Q2574517) (← links)
- Association and infinite divisibility for the Wishart distribution and its diagonal marginals (Q2640281) (← links)
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
