On semi-martingale characterizations of functionals of symmetric Markov processes.
Displaying 121 – 140 of 253
On semi-martingales associated with crossings
Bhaskaran Rajeev (1990)
Séminaire de probabilités de Strasbourg
On some inequalities of local times of iterated stochastic integrals.
Yan, Litan (2002)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
On the Barlow-Yor inequalities for local time
Burgess Davis (1987)
Séminaire de probabilités de Strasbourg
On the construction of kernels
Ronald K. Getoor (1975)
Séminaire de probabilités de Strasbourg
On the constructions of the skew Brownian motion.
Lejay, Antoine (2006)
Probability Surveys [electronic only]
On the distribution of random walk local time
A. N. Borodin (1987)
Annales de l'I.H.P. Probabilités et statistiques
On the distribution of the number of vertices in layers of random trees.
Takács, Lajos (1991)
Journal of Applied Mathematics and Stochastic Analysis
On the existence of recurrent extensions of self-similar Markov processes.
Fitzsimmons, Patrick J. (2006)
Electronic Communications in Probability [electronic only]
On the explosion of the local times along lines of brownian sheet
Davar Khoshnevisan, Pál Révész, Zhan Shi (2004)
Annales de l'I.H.P. Probabilités et statistiques
On the increments of the principal value of Brownian local time.
Csáki, Endre, Hu, Yueyun (2005)
Electronic Journal of Probability [electronic only]
On the joint distribution of the maximum and its location for a linear diffusion
Endre Csáki, Antónia Földes, Paavo Salminen (1987)
Annales de l'I.H.P. Probabilités et statistiques
On the local time density of the reflecting Brownian bridge.
Gittenberger, Bernhard, Louchard, Guy (2000)
Journal of Applied Mathematics and Stochastic Analysis
On the parabolic generator of a general one-dimensional Lev́y process.
Eisenbaum, Nathalie, Kyprianou, Andreas (2008)
Electronic Communications in Probability [electronic only]
On the Potential Theory of Symmetric Markov Porcesses.
P.J. Fitzsimmons, R.K. Getoor (1988)
Mathematische Annalen
On the rate of growth of subordinators with slowly varying Laplace exponent
Jean Bertoin, Maria-Emilia Caballero (1995)
Séminaire de probabilités de Strasbourg
On the self-intersection local time of Brownian motion via chaos expansion.
Yaozhong Hu (1996)
Publicacions Matemàtiques
One-dimensional diffusions and their exit spaces.
P. Salminen (1984)
Mathematica Scandinavica
-variation for families of local times on lines
Haya Kaspi, Jay S. Rosen (2000)
Séminaire de probabilités de Strasbourg
Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
Sebastian Andres (2009)
Annales de l'I.H.P. Probabilités et statistiques
In this paper, the object of study is a Skorohod SDE in a convex polyhedron with oblique reflection at the boundary. We prove that the solution is pathwise differentiable with respect to its deterministic starting point up to the time when two of the faces are hit simultaneously. The resulting derivatives evolve according to an ordinary differential equation, when the process is in the interior of the polyhedron, and they are projected to the tangent space, when the process hits the boundary, while...