The following pages link to (Q5639122):
Displaying 50 items.
- A group action on increasing sequences of set-indexed Brownian motions (Q340775) (← links)
- Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering (Q420141) (← links)
- From a kinetic equation to a diffusion under an anomalous scaling (Q479714) (← links)
- Asymptotically efficient estimators for nonparametric heteroscedastic regression models (Q537348) (← links)
- The mean perimeter of some random plane convex sets generated by a Brownian motion (Q548152) (← links)
- Strong convergence on weakly logarithmic combinatorial assemblies (Q626865) (← links)
- The greatest convex minorant of Brownian motion, meander, and bridge (Q714952) (← links)
- Diffusions as a limit of stretched Brownian motions (Q795410) (← links)
- Diffusion hitting times and the bell-shape (Q889019) (← links)
- The Fourier dimension of Brownian limsup fractals (Q900562) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- On the expected diameter of an \(L_{2}\)-bounded martingale (Q1011162) (← links)
- Weak convergence of diffusions, their speed measures and time changes (Q1052732) (← links)
- Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation (Q1054085) (← links)
- Invariance principles for stochastic area and related stochastic integrals (Q1056458) (← links)
- Convex-invariant means and a pathwise central limit theorem (Q1092505) (← links)
- A functional form for the lower Lipschitz condition for the stable subordinator (Q1104630) (← links)
- Local maxima of the sample functions of the n-parameter Bessel process (Q1136423) (← links)
- Locally best tests for Gaussian processes (Q1137844) (← links)
- Functions of an \(n\)-dimensional Brownian motion that are Markovian (Q1140369) (← links)
- Sticky Brownian motion as the strong limit of a sequence of random walks (Q1180187) (← links)
- Strassen's invariance principle for random subsequences (Q1185544) (← links)
- Approximations to permutation and exchangeable processes (Q1185797) (← links)
- Fixed accuracy estimation for chain binomial models (Q1198600) (← links)
- Brownian motion on a homogeneous fractal (Q1203928) (← links)
- Some martingales related to cumulative sum tests and single-server queues (Q1231226) (← links)
- Excursions in Brownian motion (Q1237459) (← links)
- A bivariate stable characterization and domains of attraction (Q1259115) (← links)
- Transformations in functional iterated logarithm laws and regular variation (Q1263868) (← links)
- Long-range undersea acoustic pulse propagation: A stochastic-mechanical approach (Q1336736) (← links)
- Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes (Q1336991) (← links)
- The Brownian limit of separable permutations (Q1660630) (← links)
- Functional approach in the divisor distribution problems (Q1804716) (← links)
- Quasi-likelihood estimation for semimartingales (Q1821469) (← links)
- Local extremes, runs, strings and multiresolution. (With discussion) (Q1848854) (← links)
- Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (Q1892963) (← links)
- On the trivariate joint distribution of Brownian motion and its maximum and minimum (Q1950748) (← links)
- Local times for continuous paths of arbitrary regularity (Q2100008) (← links)
- Filtration shrinkage by level-crossings of a diffusion (Q2371954) (← links)
- Invariance principles for generalized domains of semistable attraction (Q2434469) (← links)
- The Strassen law of iterated logarithm for combinatorial assemblies (Q2471671) (← links)
- Dynamics of a generic Brownian motion: Recursive aspects (Q2482459) (← links)
- Asymptotically efficient estimates for nonparametric regression models (Q2493807) (← links)
- Representation of functions of Markov processes as solutions of stochastic equations (Q2555357) (← links)
- Limit theorems for finite dams (Q2561060) (← links)
- Sequential robust estimation for nonparametric autoregressive models (Q2958401) (← links)
- A Remark on the 1/H-Variation of the Fractional Brownian Motion (Q3086799) (← links)
- Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
- On Absolute Continuity of Feller's One-Dimensional Diffusion Processes (Q3221143) (← links)
- Representacion de variables en el movimiento browniano con deriva (Q3361673) (← links)
