Équations différentielles stochastiques multivoques unidimensionnelles
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Displaying 1 – 11 of 11
Erratum to “The supremum of brownian local times on Hölder curves”
Richard F. Bass, Krzysztof Burdzy (2002)
Annales de l'I.H.P. Probabilités et statistiques
Estimates for the derivative of diffusion semigroups.
Rincon, L.A. (1998)
Electronic Communications in Probability [electronic only]
Étude d'une équation différentielle stochastique avec temps local
Sophie Weinryb (1983)
Séminaire de probabilités de Strasbourg
Exact rates of convergence to the local times of symmetric Lévy processes
Michael B. Marcus, Jay S. Rosen (1994)
Séminaire de probabilités de Strasbourg
Examples of convergence and non-convergence of Markov chains conditioned not to die.
Jacka, Saul, Warren, John (2002)
Electronic Journal of Probability [electronic only]
Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
Mishura, Yu., Oltsik, Ya. (1999)
Journal of Applied Mathematics and Stochastic Analysis
Exponential asymptotics for intersection local times of stable processes and random walks
Xia Chen, Jay Rosen (2005)
Annales de l'I.H.P. Probabilités et statistiques
Exponential functionals of brownian motion and class-one Whittaker functions
Fabrice Baudoin, Neil O’Connell (2011)
Annales de l'I.H.P. Probabilités et statistiques
We consider exponential functionals of a brownian motion with drift in ℝn, defined via a collection of linear functionals. We give a characterisation of the Laplace transform of their joint law as the unique bounded solution, up to a constant factor, to a Schrödinger-type partial differential equation. We derive a similar equation for the probability density. We then characterise all diffusions which can be interpreted as having the law of the brownian motion with drift conditioned on the law of...
Exponential functionals of Lev́y processes.
Bertoin, Jean, Yor, Marc (2005)
Probability Surveys [electronic only]
Exponential moments for the renormalized self-intersection local time of planar brownian motion
Jean-François Le Gall (1994)
Séminaire de probabilités de Strasbourg
Currently displaying 1 – 11 of 11
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