Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
From MaRDI portal
Publication:4091229
DOI10.1112/plms/s3-28.4.738zbMath0326.60093OpenAlexW2001917146MaRDI QIDQ4091229
No author found.
Publication date: 1974
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/plms/s3-28.4.738
Related Items (only showing first 100 items - show all)
Zero-One Laws and the Minimum of a Markov Process ⋮ Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data ⋮ The harmonic functions of (At, Bt,) ⋮ Exact solutions for the probability density of various conditioned processes with an entrance boundary ⋮ Shift‐invariance for vertex models and polymers ⋮ On bivariate distributions of the local time of Itô-McKean diffusions ⋮ Three-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficients ⋮ Volterra integral equations of the first kind and applications to linear diffusions ⋮ On functionals of excursions for Bessel processes with negative index ⋮ Population Dynamics and Random Genealogies ⋮ Birth times, death times and time substitutions in Markov chains ⋮ Germ sigma fields and the natural state space of a Markov process ⋮ The k-record processes are i.i.d. ⋮ On coupling of Markov chains ⋮ Last exit decompositions and regularity at the boundary of transition probabilities ⋮ The calculus of boundary processes ⋮ A one-dimensional optimization algorithm and its convergence rate under the Wiener measure ⋮ A path-transformation for random walks and the Robinson-Schensted correspondence ⋮ Probability unfolding, 1965‒2015 ⋮ Moments of last exit times ⋮ Martin boundaries for some space-time Markov processes ⋮ On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes ⋮ Mixing markovian laws; with an application to path decompositions† ⋮ A decomposition of Bessel Bridges ⋮ Splitting times for Markov processes and a generalised Markov property for diffusions ⋮ Rate of escape of conditioned Brownian motion ⋮ On the shape of the connected component of the complement of the plane Brownian path ⋮ Lévy processes with no positive jumps at an increase time ⋮ Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle ⋮ Path transformations for local times of one-dimensional diffusions ⋮ Self-intersections of 1-dimensional random walks ⋮ Path decompositions for Markov chains. ⋮ Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction ⋮ Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection) ⋮ Growth of the Brownian forest ⋮ A conversation with Jim Pitman ⋮ Lower bound on complexity of optimization of continuous functions ⋮ Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk ⋮ On the local rate of growth of Lévy processes with no positive jumps ⋮ Statistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervals ⋮ Markovian structure in the concave majorant of Brownian motion ⋮ On a first hit distribution of the running maximum of Brownian motion ⋮ Ward identities in the \(\mathfrak{sl}_3\) Toda conformal field theory ⋮ A lower bound on complexity of optimization on the Wiener space ⋮ The most visited point of a closed set by Brownian motion ⋮ Localization in log-gamma polymers with boundaries ⋮ Pairwise near-maximal grand coupling of Brownian motions ⋮ Sur une conjecture de M. Kac. (On a conjecture of M. Kac) ⋮ Some Brownian functionals and their laws ⋮ Statistical properties of shocks in Burgers turbulence ⋮ On the critical-subcritical moments of moments of random characteristic polynomials: a GMC perspective ⋮ Uniqueness and universality of the Brownian map ⋮ Conditionings and path decompositions for Lévy processes ⋮ Integrability of boundary Liouville conformal field theory ⋮ No triple point of planar Brownian motion is accessible ⋮ Branching Brownian motion seen from its tip ⋮ Annealed tail estimates for a Brownian motion in a drifted Brownian potential ⋮ The distribution of Gaussian multiplicative chaos on the unit interval ⋮ The most visited site of Brownian motion and simple random walk ⋮ Non-equilibrium theory of the allele frequency spectrum ⋮ New perspectives on Ray's theorem for the local times of diffusions ⋮ Brownian meanders, importance sampling and unbiased simulation of diffusion extremes ⋮ On the maximum increase and decrease of one-dimensional diffusions ⋮ Local conditioning in Dawson-Watanabe superprocesses ⋮ Extreme order statistics of random walks ⋮ On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes ⋮ On the singular values of complex matrix Brownian motion with a matrix drift ⋮ Range of Brownian motion with drift ⋮ Optimal stopping problems for some Markov processes ⋮ Three-dimensional Brownian motion and the golden ratio rule ⋮ Limit law of the local time for Brox's diffusion ⋮ Brownian Gibbs property for Airy line ensembles ⋮ MEXIT: maximal un-coupling times for stochastic processes ⋮ Forward Brownian motion ⋮ Favourite sites of transient Brownian motion ⋮ A stochastically quasi-optimal search algorithm for the maximum of the simple random walk ⋮ Size-biased sampling of Poisson point processes and excursions ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3308821 It� excursion theory via resolvents] ⋮ The occupation time of Brownian motion in a ball ⋮ Branching processes seen from their extinction time via path decompositions of reflected Lévy processes ⋮ Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions ⋮ The exact packing measure of Brownian double points ⋮ Splitting at the infimum and excursions in half-lines for random walks and Lévy processes ⋮ Time change approach to generalized excursion measures, and its application to limit theorems ⋮ Limit laws for Brownian motion conditioned to reach a high level ⋮ Conditioning a reflected one-dimensional diffusion via its canonical decomposition ⋮ Applications of the continuous-time ballot theorem to Brownian motion and related processes. ⋮ Brownian analogues of Burke's theorem. ⋮ Self-similar processes with independent increments associated with Lévy and Bessel processes. ⋮ The greatest convex minorant of Brownian motion, meander, and bridge ⋮ Leveraged Lévy processes as models for stock prices ⋮ An extension of a result of Burdzy and Lawler ⋮ The tail expansion of Gaussian multiplicative chaos and the Liouville reflection coefficient ⋮ Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory ⋮ Bessel Processes, the Brownian Snake and Super-Brownian Motion ⋮ On Inversions and Doob h-Transforms of Linear Diffusions ⋮ On the excursion theory for linear diffusions ⋮ Time and place of the maximum for one-dimensional diffusion bridges and meanders ⋮ A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation ⋮ A local time curiosity in random environment
This page was built for publication: Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I