Pages that link to "Item:Q1820516"

The following pages link to A decomposition of the Brownian path (Q1820516):

Displaying 27 items.

• Splitting at the infimum and excursions in half-lines for random walks and Lévy processes (Q689160) (← links)
• A path decomposition for Lévy processes (Q689457) (← links)
• Littelmann paths and Brownian paths (Q814689) (← links)
• Towards an example of a nonconvex monotone follower control problem (Q844438) (← links)
• On the stochastic 3D Navier-Stokes-\(\alpha\) model of fluids turbulence (Q963160) (← links)
• Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
• A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces (Q1201899) (← links)
• Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations (Q1203356) (← links)
• Decomposing the branching Brownian path (Q1203754) (← links)
• Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times) (Q1263885) (← links)
• Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
• Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion (Q1336263) (← links)
• Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency (Q1341508) (← links)
• Decomposing the Brownian path via the range process (Q1346156) (← links)
• Backward stochastic differential equation with random measures (Q1582568) (← links)
• A decomposition of the Brownian path (Q1820516) (← links)
• Thermodynamics for the zero-level set of the Brownian bridge (Q1822844) (← links)
• Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
• Path decompositions of perturbed reflecting Brownian motions (Q2080139) (← links)
• Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
• Path properties of the primitives of a Brownian motion (Q2726653) (← links)
• Heuristic approach to some laws for brownian motion (Q3780224) (← links)
• Decomposition of Brownian motion with derivation in a local minimum by the juxtaposition of its positive and negative excursions. (Q3979075) (← links)
• (Q4938947) (← links)
• Arcsine laws for random walks generated from random permutations with applications to genomics (Q5014297) (← links)
• Bankruptcy and expected utility maximization (Q5906543) (← links)