Pages that link to "Item:Q2626151"

The following pages link to Sojourn times of diffusion processes (Q2626151):

Displaying 50 items.

• Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues (Q389067) (← links)
• Cover times, blanket times, and majorizing measures (Q431644) (← links)
• Sub-Gaussian bound for the one-dimensional Bouchaud trap model (Q481429) (← links)
• On the local time of random walk on the 2-dimensional comb (Q544520) (← links)
• Relative complexity of random walks in random sceneries (Q693714) (← links)
• Inverting Ray-Knight identity (Q737312) (← links)
• Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
• A martingale characterisation of the Brownian excursion compensator (Q760714) (← links)
• Distribution of integral functionals of a Brownian motion process (Q800055) (← links)
• The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof (Q842404) (← links)
• Annealed tail estimates for a Brownian motion in a drifted Brownian potential (Q879248) (← links)
• On the character of convergence to Brownian local time. I (Q1062357) (← links)
• On the character of convergence to Brownian local time. II (Q1062358) (← links)
• A ratio ergodic theorem for increasing additive functionals (Q1065465) (← links)
• On the increments of the local time of a Wiener sheet (Q1067692) (← links)
• Distribution of the supremum of increments of Brownian local time (Q1088303) (← links)
• A note on the stability of the local time of a Wiener process (Q1094759) (← links)
• The law of the iterated logarithm for local time of a Lévy process (Q1203919) (← links)
• Tables of distributions of functionals of Brownian motion (Q1207900) (← links)
• Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times) (Q1263885) (← links)
• Distribution of integral functionals of the local time of a Bessel process (Q1313636) (← links)
• Dynkin's isomorphism theorem and the Ray-Knight theorems (Q1333572) (← links)
• The most visited point of a closed set by Brownian motion (Q1356374) (← links)
• On the Markov property of local time for Markov processes on graphs (Q1374632) (← links)
• Brownian motion normalized by maximum local time (Q1382483) (← links)
• New perspectives on Ray's theorem for the local times of diffusions (Q1394532) (← links)
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process (Q1593590) (← links)
• Ray-Knight representation of flows of branching processes with competition by pruning of Lévy trees (Q1626618) (← links)
• Exponential concentration of cover times (Q1748936) (← links)
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (Q1807204) (← links)
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (Q1836443) (← links)
• No more than three favorite sites for simple random walk (Q1872196) (← links)
• The escape rate of favorite sites of simple random walk and Brownian motion. (Q1879848) (← links)
• Favorite sites of a persistent random walk (Q2033212) (← links)
• Inverting the ray-knight identity on the line (Q2042786) (← links)
• Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk (Q2139110) (← links)
• Exceptional points of two-dimensional random walks at multiples of the cover time (Q2139995) (← links)
• High-frequency asymptotics for path-dependent functionals of Itô semimartingales (Q2258821) (← links)
• On the divergence of certain integrals of the Wiener process (Q2265746) (← links)
• Joint density for the local times of continuous-time Markov chains (Q2373567) (← links)
• Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees (Q2447331) (← links)
• Distributions of functionals of the local time of Brownian motion with discontinuous drift (Q2684702) (← links)
• Nonequilibrium density profiles in Lorentz tubes with thermostated boundaries (Q2802894) (← links)
• The most visited site of Brownian motion and simple random walk (Q3217389) (← links)
• Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes (Q3670289) (← links)
• A maximal inequality for upcrossings of a continuous martingale (Q3687445) (← links)
• (Semi-) martingale inequalities and local times (Q3897783) (← links)
• Local time is a semi-martingale (Q3921932) (← links)
• Continuity of Multidimensional Brownian Local Times (Q3987629) (← links)
• Comportement des semi-martingales dans un grossissement de filtration (Q4197829) (← links)