Pages that link to "Item:Q1000330"
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The following pages link to Itô's excursion theory and its applications (Q1000330):
Displaying 12 items.
- (Homogeneous) Markovian bridges (Q720746) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- Itô's excursion theory and random trees (Q972813) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- The excursion measure away from zero for spectrally negative Lévy processes (Q1635961) (← links)
- A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\) (Q2346978) (← links)
- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes (Q3653081) (← links)
- Integral functionals under the excursion measure (Q5109493) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
- Limit theorems of Brownian additive functionals (Q6104277) (← links)
- Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132) (← links)
- From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers (Q6665955) (← links)