Pages that link to "Item:Q1909400"
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The following pages link to On the local time of the Brownian motion (Q1909400):
Displaying 38 items.
- The degree profile of random Pólya trees (Q439063) (← links)
- Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (Q744244) (← links)
- On a generalized integral equation which originates from a problem in diffusion theory (Q914111) (← links)
- How large must be the difference between local time and mesure du voisinage of Brownian motion? (Q1081971) (← links)
- Local time and excursions of reflected Brownian motion in a wedge (Q1097587) (← links)
- Sojourn times for the Brownian motion (Q1271240) (← links)
- Time reversal and reflected diffusions (Q1275933) (← links)
- Uniform oscillations of the local time of iterated Brownian motion (Q1283383) (← links)
- On the local time density of the reflecting Brownian bridge (Q1580050) (← links)
- Strata of random mappings---a combinatorial approach (Q1613609) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← 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)
- Slow diffusion for a Brownian motion with random reflecting barriers (Q1915825) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- On the existence and the Hölder regularity of the local time of the Brownian bridge (Q2101308) (← links)
- Estimating the conditional distribution in functional regression problems (Q2106779) (← links)
- The slow bond random walk and the snapping out Brownian motion (Q2240810) (← links)
- Reflected Brownian motion with a drift that depends on its local time (Q2273712) (← links)
- Probability density function of the local score position (Q2274252) (← links)
- Large deviations for the boundary local time of doubly reflected Brownian motion (Q2339560) (← links)
- Filtering of a reflected Brownian motion with respect to its local time (Q2490046) (← links)
- On generalized local time for the process of Brownian motion (Q2740375) (← links)
- UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
- (Q3099303) (← links)
- On the local time of multifractional Brownian motion (Q3426317) (← links)
- (Q3685792) (← links)
- (Q3823590) (← links)
- (Q3990462) (← links)
- (Q4718952) (← links)
- (Q4938946) (← links)
- Perpetual integral functionals of multidimensional stochastic processes (Q5086728) (← links)
- (Q5288289) (← links)
- Joint distribution of multiple boundary local times and related first-passage time problems with multiple targets (Q5857411) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Brownian local time (Q5899905) (← links)
- Dynamic value at risk under optimal and suboptimal portfolio policies. (Q5952434) (← links)
- Subdiffusion in the presence of reactive boundaries: a generalized Feynman-Kac approach (Q6044885) (← links)
- Compound Poisson processes: potentials, Green measures and random times (Q6165370) (← links)