The following pages link to (Q4187050):
Displaying 50 items.
- On the range of the generator of a Markovian semigroup (Q585614) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations (Q748998) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- Typical differentiability within an exceptionally small set (Q776923) (← links)
- Continuity properties of Hilbert space valued martingales (Q794341) (← links)
- Long time existence for the heat equation with a noise term (Q806166) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Markov branching processes with instantaneous immigration (Q910107) (← links)
- Curvature of the convex hull of planar Brownian motion near its minimum point (Q910813) (← links)
- Continuous extensions of skew product diffusions (Q910826) (← links)
- A functional limit theorem for the profile of \(b\)-ary trees (Q988760) (← links)
- Average optimality for continuous-time Markov decision processes in Polish spaces (Q997948) (← links)
- Itô's excursion theory and its applications (Q1000330) (← links)
- Local and global Markoff fields (Q1063951) (← links)
- Reverse time diffusions (Q1065459) (← links)
- Some exponential type bounds for hitting time distributions of storage processes (Q1076600) (← links)
- Self-intersections of 1-dimensional random walks (Q1081966) (← links)
- Continuity of martingales in the Brownian excursion filtration (Q1087245) (← links)
- Convex-invariant means and a pathwise central limit theorem (Q1092505) (← links)
- Developement of stochastic partial differential equations for subsurface hydrology (Q1111883) (← links)
- Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) (Q1116190) (← links)
- Geometric properties of 2-dimensional Brownian paths (Q1117593) (← links)
- Impulse control of piecewise-deterministic processes (Q1122552) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Wishart processes (Q1181413) (← links)
- The asymptotic contour process of a binary tree is a Brownian excursion (Q1198554) (← links)
- Brownian motion on a homogeneous fractal (Q1203928) (← links)
- On path integrals for the high-dimensional Brownian bridge (Q1208568) (← links)
- Non-Markovian invariant measures are hyperbolic (Q1208953) (← links)
- Conditioning a reflected one-dimensional diffusion via its canonical decomposition (Q1210342) (← links)
- Green's functions for the Schrödinger operator with periodic potential (Q1262999) (← links)
- Markov processes related with Dunkl operators (Q1276389) (← links)
- Probability theory and polymer physics (Q1279151) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
- Brownian motion with restoring drift: The petit and micro-canonical ensembles (Q1319920) (← links)
- Convergence of path measures arising from a mean field or polaron type interaction (Q1326310) (← links)
- Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes (Q1326325) (← links)
- Brownian motion with a sticky boundary and point sources in quantum mechanics (Q1336734) (← links)
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
- Cramér's estimate for Lévy processes (Q1341368) (← links)
- Divergent sums over excursions (Q1343602) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- On strong forms of weak convergence (Q1382521) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II. (Q1412400) (← links)
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk (Q1429105) (← links)
- A transition function expansion for a diffusion model with selection. (Q1578616) (← links)
- Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces (Q1613661) (← links)
- Modeling of applied problems by stochastic systems and their analysis using the moment equations (Q1648688) (← links)
