On a stopped brownian motion formula of H. M. Taylor
David Williams (1976)
Séminaire de probabilités de Strasbourg
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David Williams (1976)
Séminaire de probabilités de Strasbourg
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Nizar Demni, Dominique Lépingle (2012)
Rendiconti del Seminario Matematico della Università di Padova
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Itai Benjamini, Nathanaël Berestycki (2010)
Journal of the European Mathematical Society
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We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show...
Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
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Juha Oikkonen (1985)
Mathematica Scandinavica
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Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)
Electronic Communications in Probability [electronic only]
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Lawler, Gregory F. (1998)
Mathematical Physics Electronic Journal [electronic only]
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Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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Bertoin, Jean, Pitman, Jim, Ruiz de Chavez, Juan (1999)
Electronic Communications in Probability [electronic only]
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Jim Pitman (1999)
Séminaire de probabilités de Strasbourg
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Philippe Carmona, Frédérique Petit, Marc Yor (2004)
Annales de l'I.H.P. Probabilités et statistiques
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