The following pages link to Excursions of a Markov process (Q1254785):
Displaying 38 items.
- Retracted: Fixed point theorems and explicit estimates for convergence rates of continuous time Markov chains (Q288125) (← links)
- A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
- Spinning Brownian motion (Q491185) (← links)
- State constrained reachability for stochastic hybrid systems (Q547913) (← links)
- Riesz decompositions and subtractivity for excessive measures. (Q816808) (← links)
- Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion) (Q909345) (← links)
- Approximation models for the continuous additive functionals of multidimensional Brownian motion (Q910105) (← links)
- Birth and death of a stationary Markov process (Q914261) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- Excessive measures and Markov processes with random birth and death (Q1069566) (← links)
- Local time and excursions of reflected Brownian motion in a wedge (Q1097587) (← links)
- Excursions of dual processes (Q1170824) (← links)
- Some random time dilations of Markov process (Q1250490) (← links)
- On the distribution of Brownian areas (Q1354834) (← links)
- Skew Brownian motion-type of extensions (Q1356610) (← links)
- The excursion measure away from zero for spectrally negative Lévy processes (Q1635961) (← links)
- A probabilistic approach to spectral analysis of growth-fragmentation equations (Q1702576) (← links)
- Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
- On the excursions of Markov processes in classical duality (Q1821428) (← links)
- Excursions of the integral of the Brownian motion (Q1958518) (← links)
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
- Limit theorems for local times and applications to SDEs with jumps (Q2080267) (← links)
- On the first positive and negative excursion exceeding a given length (Q2322614) (← links)
- Order statistics for jumps of normalised subordinators (Q2368168) (← links)
- Interpolation for partly hidden diffusion processes (Q2485789) (← links)
- Recurrent extensions of self-similar Markov processes and Cramér's condition (Q2565930) (← links)
- Exit systems for dual markov processes (Q3038334) (← links)
- On invariant measures and dual excursions of Markov processes (Q3038335) (← links)
- Enhancing of semigroups (Q3334742) (← links)
- Excursions of Markov processes: An approach via Markov additive processes (Q3660631) (← links)
- On Excursions of Reflecting Brownian Motion (Q3738355) (← links)
- Ensembles r�g�n�ratifs de la droite (Q3961546) (← links)
- On the structure of certain excursions of a Markov process (Q4162254) (← links)
- Excursions of Brownian motion and bessel processes (Q4184027) (← links)
- Functional limit theorem for occupation time processes of intermittent maps (Q5215405) (← links)
- (Q5856500) (← links)
- Stability of overshoots of Markov additive processes (Q6139684) (← links)
- On bivariate distributions of the local time of Itô-McKean diffusions (Q6178557) (← links)
