Branching processes, the Ray-Knight theorem, and sticky brownian motion
Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
Similarity:
The search session has expired. Please query the service again.
Displaying similar documents to “The brownian burglar : conditioning brownian motion by its local time process”
Branching processes, the Ray-Knight theorem, and sticky brownian motion
On a stopped brownian motion formula of H. M. Taylor
David Williams (1976)
Séminaire de probabilités de Strasbourg
Similarity:
Brownian excursions from extremes
Pei Hsu, Peter March (1988)
Séminaire de probabilités de Strasbourg
Similarity:
Some calculations for perturbed brownian motion
R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
Similarity:
On the constructions of the skew Brownian motion.
Lejay, Antoine (2006)
Probability Surveys [electronic only]
Similarity:
The distribution of local times of a brownian bridge
Jim Pitman (1999)
Séminaire de probabilités de Strasbourg
Similarity:
On Walsh's brownian motions
Martin T. Barlow, Jim Pitman, Marc Yor (1989)
Séminaire de probabilités de Strasbourg
Similarity:
Hirsch's integral test for the iterated brownian motion
Jean Bertoin, Zhan Shi (1996)
Séminaire de probabilités de Strasbourg
Similarity:
The noise made by a Poisson snake.
Warren, Jon (2002)
Electronic Journal of Probability [electronic only]
Similarity:
Avoiding-probabilities for Brownian snakes and super-Browian motion.
Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
Similarity: