Exponential functionals of Brownian motion. I: Probability laws at fixed time.
Exponential functionals of Brownian motion. II: Some related diffusion processes.
Exponential functionals of Lev́y processes.
Exponential inequalities for Bessel processes
Exponential moments for the renormalized self-intersection local time of planar brownian motion
Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes
Exponential stability for nonlinear filtering
Exposants critiques pour le mouvement brownien et les marches aléatoires
Extended piecewise Markov processes in continuous time
Extended piecewise Markov processes in discrete time
Extending Lévy's characterisation of brownian motion
Extending the Wong-Zakai theorem to reversible Markov processes
We show how to construct a canonical choice of stochastic area for paths of reversible Markov processes satisfying a weak Hölder condition, and hence demonstrate that the sample paths of such processes are rough paths in the sense of Lyons. We further prove that certain polygonal approximations to these paths and their areas converge in -variation norm. As a corollary of this result and standard properties of rough paths, we are able to provide a significant generalization of the classical result...
Extension of Domains with Finite Gauge.
Extinction for two parabolic stochastic PDE's on the lattice
Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere
We derive asymptotics for the probability that the origin is an extremal point of a random walk in . We show that in order for the probability to be roughly , the number of steps of the random walk should be between and for some constant . As a result, we attain a bound for the -covering time of a spherical Brownian motion.
Extremal problems for conditioned brownian motion and the hyperbolic metric
This paper investigates isoperimetric-type inequalities for conditioned Brownian motion and their generalizations in terms of the hyperbolic metric. In particular, a generalization of an inequality of P. Griffin, T. McConnell and G. Verchota, concerning extremals for the lifetime of conditioned Brownian motion in simply connected domains, is proved. The corresponding lower bound inequality is formulated in various equivalent forms and a special case of these is proved.
Extreme Order Statistics on Galton-Watson Trees.