Stochastic Processes

DOI10.1007/978-3-319-62310-8zbMath1390.60003OpenAlexW4246006621MaRDI QIDQ4588521

A. N. Borodin

Publication date: 26 October 2017

Published in: Probability and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-62310-8

zbMATH Keywords

stochastic differential equationBrownian motiondiffusion processMarkov processinvariance principlemartingaleconditional probabilitylocal timerandom walkKolmogorov equationsstochastic integraldiffusion with jumps

Mathematics Subject Classification ID

Related Items (14)

Distributions of functionals of diffusions with nonstandard switching ⋮ Distributions of functionals of the local time of Brownian motion with discontinuous drift ⋮ On the finiteness of the moments of the measure of level sets of random fields ⋮ Distributions of functionals of a skew Brownian motion with discontinuous drift ⋮ Joint distributions of functionals of the telegraph process and switching diffusions ⋮ Limit behavior of a compound Poisson process with switching ⋮ Distributions of functionals of switching diffusions with jumps ⋮ Limit behavior of a compound Poisson process with switching and dominated summands ⋮ On distributions of integral functionals of diffusions stopped at inverse range time ⋮ Distribution of functionals of a Brownian motion with nonstandard switching ⋮ Time-non-local Pearson diffusions ⋮ On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema ⋮ On the local time process of a skew Brownian motion ⋮ Functional limit theorem for the local time of stopped random walk

This page was built for publication: Stochastic Processes