Non-polar points for reflected brownian motion
Krzysztof Burdzy, Donald E. Marshall (1993)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Displaying similar documents to “Weak inequalities for exit times and analytic functions”
Non-polar points for reflected brownian motion
On the joining of sticky brownian motion
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
Similarity:
The level sets of iterated brownian motion
Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
Similarity:
A note on reflecting Brownian motions.
Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
Similarity:
On the time of the maximum of Brownian motion with drift.
Buffet, Emannuel (2003)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
On weak brownian motions of arbitrary order
Hans Föllmer, Ching-Tang Wu, Marc Yor (2000)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
Similarity:
The probability that brownian motion almost contains a line
Robin Pemantle (1997)
Annales de l'I.H.P. Probabilités et statistiques
Similarity: