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 ProcessModified Pólya-Gamma data augmentation for Bayesian analysis of directional dataThe harmonic functions of (At, Bt,)Exact solutions for the probability density of various conditioned processes with an entrance boundaryShift‐invariance for vertex models and polymersOn bivariate distributions of the local time of Itô-McKean diffusionsThree-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficientsVolterra integral equations of the first kind and applications to linear diffusionsOn functionals of excursions for Bessel processes with negative indexPopulation Dynamics and Random GenealogiesBirth times, death times and time substitutions in Markov chainsGerm sigma fields and the natural state space of a Markov processThe k-record processes are i.i.d.On coupling of Markov chainsLast exit decompositions and regularity at the boundary of transition probabilitiesThe calculus of boundary processesA one-dimensional optimization algorithm and its convergence rate under the Wiener measureA path-transformation for random walks and the Robinson-Schensted correspondenceProbability unfolding, 1965‒2015Moments of last exit timesMartin boundaries for some space-time Markov processesOn the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy ProcessesMixing markovian laws; with an application to path decompositionsA decomposition of Bessel BridgesSplitting times for Markov processes and a generalised Markov property for diffusionsRate of escape of conditioned Brownian motionOn the shape of the connected component of the complement of the plane Brownian pathLévy processes with no positive jumps at an increase timeCycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circlePath transformations for local times of one-dimensional diffusionsSelf-intersections of 1-dimensional random walksPath decompositions for Markov chains.Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to constructionPropriétés 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 forestA conversation with Jim PitmanLower bound on complexity of optimization of continuous functionsHidden symmetries and limit laws in the extreme order statistics of the Laplace random walkOn the local rate of growth of Lévy processes with no positive jumpsStatistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervalsMarkovian structure in the concave majorant of Brownian motionOn a first hit distribution of the running maximum of Brownian motionWard identities in the \(\mathfrak{sl}_3\) Toda conformal field theoryA lower bound on complexity of optimization on the Wiener spaceThe most visited point of a closed set by Brownian motionLocalization in log-gamma polymers with boundariesPairwise near-maximal grand coupling of Brownian motionsSur une conjecture de M. Kac. (On a conjecture of M. Kac)Some Brownian functionals and their lawsStatistical properties of shocks in Burgers turbulenceOn the critical-subcritical moments of moments of random characteristic polynomials: a GMC perspectiveUniqueness and universality of the Brownian mapConditionings and path decompositions for Lévy processesIntegrability of boundary Liouville conformal field theoryNo triple point of planar Brownian motion is accessibleBranching Brownian motion seen from its tipAnnealed tail estimates for a Brownian motion in a drifted Brownian potentialThe distribution of Gaussian multiplicative chaos on the unit intervalThe most visited site of Brownian motion and simple random walkNon-equilibrium theory of the allele frequency spectrumNew perspectives on Ray's theorem for the local times of diffusionsBrownian meanders, importance sampling and unbiased simulation of diffusion extremesOn the maximum increase and decrease of one-dimensional diffusionsLocal conditioning in Dawson-Watanabe superprocessesExtreme order statistics of random walksOn hitting times of affine boundaries by reflecting Brownian motion and Bessel processesOn the singular values of complex matrix Brownian motion with a matrix driftRange of Brownian motion with driftOptimal stopping problems for some Markov processesThree-dimensional Brownian motion and the golden ratio ruleLimit law of the local time for Brox's diffusionBrownian Gibbs property for Airy line ensemblesMEXIT: maximal un-coupling times for stochastic processesForward Brownian motionFavourite sites of transient Brownian motionA stochastically quasi-optimal search algorithm for the maximum of the simple random walkSize-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 ballBranching processes seen from their extinction time via path decompositions of reflected Lévy processesProbability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursionsThe exact packing measure of Brownian double pointsSplitting at the infimum and excursions in half-lines for random walks and Lévy processesTime change approach to generalized excursion measures, and its application to limit theoremsLimit laws for Brownian motion conditioned to reach a high levelConditioning a reflected one-dimensional diffusion via its canonical decompositionApplications 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 bridgeLeveraged Lévy processes as models for stock pricesAn extension of a result of Burdzy and LawlerThe tail expansion of Gaussian multiplicative chaos and the Liouville reflection coefficientIntegral Representations of Certain Measures in the One-Dimensional Diffusions Excursion TheoryBessel Processes, the Brownian Snake and Super-Brownian MotionOn Inversions and Doob h-Transforms of Linear DiffusionsOn the excursion theory for linear diffusionsTime and place of the maximum for one-dimensional diffusion bridges and meandersA convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equationA local time curiosity in random environment




This page was built for publication: Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I