Generalised transforms, quasi-diffusions, and Désiré André's equation
P. Mc Gill (1992)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “Ergodic properties of multidimensional Brownian motion with rebirth.”
Generalised transforms, quasi-diffusions, and Désiré André's equation
Reflected planar brownian motions, intertwining relations and crossing probabilities
Julien Dubédat (2004)
Annales de l'I.H.P. Probabilités et statistiques
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A conservative evolution of the Brownian excursion.
Zambotti, Lorenzo (2008)
Electronic Journal of Probability [electronic only]
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Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
L. C. G. Rogers, David Williams (1980)
Séminaire de probabilités de Strasbourg
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On the constructions of the skew Brownian motion.
Lejay, Antoine (2006)
Probability Surveys [electronic only]
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Maximum of Dyson Brownian motion and non-colliding systems with a boundary.
Borodin, Alexei, Ferrari, Patrik L., Prahofer, Michael, Sasamoto, Tomohiro, Warren, Jon (2009)
Electronic Communications in Probability [electronic only]
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Brownian particles with electrostatic repulsion on the circle : Dyson’s model for unitary random matrices revisited
Emmanuel Cépa, Dominique Lépingle (2001)
ESAIM: Probability and Statistics
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The brownian motion model introduced by Dyson [7] for the eigenvalues of unitary random matrices is interpreted as a system of interacting brownian particles on the circle with electrostatic inter-particles repulsion. The aim of this paper is to define the finite particle system in a general setting including collisions between particles. Then, we study the behaviour of this system when the number of particles goes to infinity (through the empirical measure process). We prove that...
Eigenvalue expansions for Brownian motion with an application to occupation times.
Bass, Richard F., Burdzy, Krzysztof (1996)
Electronic Journal of Probability [electronic only]
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Survival probabilities for branching Brownian motion with absorption.
Harris, John William, Harris, Simon C. (2007)
Electronic Communications in Probability [electronic only]
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On reflecting brownian motion — a weak convergence approach
R. J. Williams, W. A. Zheng (1990)
Annales de l'I.H.P. Probabilités et statistiques
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