Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
From MaRDI portal
Publication:3339061
DOI10.2307/3213612zbMath0547.60081OpenAlexW2319985292WikidataQ114042656 ScholiaQ114042656MaRDI QIDQ3339061
Publication date: 1984
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213612
Related Items
The structure of a Brownian bubble ⋮ The near-critical Gibbs measure of the branching random walk ⋮ On the maximum of a Wiener process and its location ⋮ Anomalous diffusion: fractional Brownian motion vs fractional Ito motion ⋮ The excursion measure away from zero for spectrally negative Lévy processes ⋮ Range and critical generations of a random walk on Galton-Watson trees ⋮ Some joint distributions for conditional random walks ⋮ Dual representations of Laplace transforms of Brownian excursion and generalized meanders ⋮ Scaling Limit of the Path Leading to the Leftmost Particle in a Branching Random Walk ⋮ Branching Brownian motion seen from its tip ⋮ Brownian motion conditioned to spend limited time below a barrier ⋮ Brownian meanders, importance sampling and unbiased simulation of diffusion extremes ⋮ Branching Brownian motion in a periodic environment and existence of pulsating traveling waves ⋮ Random scaling and sampling of Brownian motion ⋮ On certain functionals of the maximum of Brownian motion and their applications ⋮ Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent ⋮ Favourite sites of transient Brownian motion ⋮ Limit theorems for random walk excursion conditioned to enclose a typical area ⋮ Effective Langevin equations for constrained stochastic processes ⋮ An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws ⋮ Bismut-Elworthy's formula and random walk representation for SDEs with reflection ⋮ The greatest convex minorant of Brownian motion, meander, and bridge ⋮ On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk ⋮ Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling ⋮ On a Brownian motion conditioned to stay in an open set ⋮ 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale ⋮ Patterns in Random Walks and Brownian Motion ⋮ External diffusion-limited aggregation on a spanning-tree-weighted random planar map ⋮ Time and place of the maximum for one-dimensional diffusion bridges and meanders ⋮ The value of the high, low and close in the estimation of Brownian motion ⋮ Integration by parts on the Brownian Meander ⋮ The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest ⋮ Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) ⋮ Recurrent extensions of self-similar Markov processes and Cramér's condition ⋮ Three-halves variation of geodesics in the directed landscape ⋮ Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory ⋮ Langevin Process Reflected on a Partially Elastic Boundary II ⋮ Conditional limit theorems for asymptotically stable random walks ⋮ Mean curvature and the heat equation