Amorino, Chiara; Jaramillo, Arturo; Podolskij, Mark Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process. (English) Zbl 1539.60095 Mod. Stoch., Theory Appl. 11, No. 2, 149-168 (2024). MSC: 60J55 60G51 60G52 60F05 PDFBibTeX XMLCite \textit{C. Amorino} et al., Mod. Stoch., Theory Appl. 11, No. 2, 149--168 (2024; Zbl 1539.60095) Full Text: DOI arXiv
Riera, Armand; Rosales-Ortiz, Alejandro The structure of the local time of Markov processes indexed by Lévy trees. (English) Zbl 07859940 Probab. Theory Relat. Fields 189, No. 1-2, 1-99 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J55 60J68 60J80 05C80 PDFBibTeX XMLCite \textit{A. Riera} and \textit{A. Rosales-Ortiz}, Probab. Theory Relat. Fields 189, No. 1--2, 1--99 (2024; Zbl 07859940) Full Text: DOI arXiv OA License
Bhaskaran, Rajeev; Sadhasivam, Vijay Ganesh Stochastic model for barrier crossings and fluctuations in local timescale. (English) Zbl 1533.60129 J. Math. Phys. 65, No. 2, Article ID 023302, 15 p. (2024). MSC: 60J55 60H10 60G44 60J25 82C05 PDFBibTeX XMLCite \textit{R. Bhaskaran} and \textit{V. G. Sadhasivam}, J. Math. Phys. 65, No. 2, Article ID 023302, 15 p. (2024; Zbl 1533.60129) Full Text: DOI arXiv
Le Gall, Jean-François The Markov property of local times of Brownian motion indexed by the Brownian tree. (English) Zbl 1535.60130 Ann. Probab. 52, No. 1, 188-216 (2024). Reviewer: Ecaterina Sava-Huss (Innsbruck) MSC: 60J55 60J68 60J65 60J80 PDFBibTeX XMLCite \textit{J.-F. Le Gall}, Ann. Probab. 52, No. 1, 188--216 (2024; Zbl 1535.60130) Full Text: DOI arXiv Link
Chen, Yu-Ting Delta-Bose gas from the viewpoint of the two-dimensional stochastic heat equation. (English) Zbl 1533.60130 Ann. Probab. 52, No. 1, 127-187 (2024). MSC: 60J55 60J65 60H30 PDFBibTeX XMLCite \textit{Y.-T. Chen}, Ann. Probab. 52, No. 1, 127--187 (2024; Zbl 1533.60130) Full Text: DOI Link
Izyumtseva, Olga; KhudaBukhsh, Wasiur R. Local times of self-intersection and sample path properties of Volterra Gaussian processes. arXiv:2409.04377 Preprint, arXiv:2409.04377 [math.PR] (2024). MSC: 60J55 60G15 60G17 60F17 60F25 BibTeX Cite \textit{O. Izyumtseva} and \textit{W. R. KhudaBukhsh}, ``Local times of self-intersection and sample path properties of Volterra Gaussian processes'', Preprint, arXiv:2409.04377 [math.PR] (2024) Full Text: arXiv OA License
Das, Kaustav; Markowsky, Greg; Wu, Binghao On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes. arXiv:2404.05170 Preprint, arXiv:2404.05170 [math.PR] (2024). MSC: 60J55 60J65 60G52 BibTeX Cite \textit{K. Das} et al., ``On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes'', Preprint, arXiv:2404.05170 [math.PR] (2024) Full Text: arXiv OA License
Döring, Leif; Trottner, Lukas Stability of overshoots of Markov additive processes. (English) Zbl 1530.60066 Ann. Appl. Probab. 33, No. 6B, 5413-5458 (2023). MSC: 60J55 37A25 62M05 PDFBibTeX XMLCite \textit{L. Döring} and \textit{L. Trottner}, Ann. Appl. Probab. 33, No. 6B, 5413--5458 (2023; Zbl 1530.60066) Full Text: DOI arXiv
Bass, Richard F. The rate of escape of the most visited site of Brownian motion. (English) Zbl 1517.60098 Electron. J. Probab. 28, Paper No. 20, 12 p. (2023). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{R. F. Bass}, Electron. J. Probab. 28, Paper No. 20, 12 p. (2023; Zbl 1517.60098) Full Text: DOI arXiv Link
Mazzolo, Alain; Monthus, Cécile Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes. (English) Zbl 1509.60131 J. Phys. A, Math. Theor. 56, No. 20, Article ID 205004, 65 p. (2023). MSC: 60J55 60J60 82C31 PDFBibTeX XMLCite \textit{A. Mazzolo} and \textit{C. Monthus}, J. Phys. A, Math. Theor. 56, No. 20, Article ID 205004, 65 p. (2023; Zbl 1509.60131) Full Text: DOI arXiv
Tissot-Daguette, Valentin Occupied Processes: Going with the Flow. arXiv:2311.07936 Preprint, arXiv:2311.07936 [math.PR] (2023). MSC: 60J55 60J25 60H30 60G40 91G20 BibTeX Cite \textit{V. Tissot-Daguette}, ``Occupied Processes: Going with the Flow'', Preprint, arXiv:2311.07936 [math.PR] (2023) Full Text: arXiv OA License
Gall, Jean-François Le; Perkins, Edwin A stochastic differential equation for local times of super-Brownian motion. arXiv:2309.06899 Preprint, arXiv:2309.06899 [math.PR] (2023). MSC: 60J55 60J68 60H10 BibTeX Cite \textit{J.-F. Le Gall} and \textit{E. Perkins}, ``A stochastic differential equation for local times of super-Brownian motion'', Preprint, arXiv:2309.06899 [math.PR] (2023) Full Text: arXiv OA License
Noda, Ryoichiro Convergence of local times of stochastic processes associated with resistance forms. arXiv:2305.13224 Preprint, arXiv:2305.13224 [math.PR] (2023). MSC: 60J55 60J25 60G15 60K37 28A80 BibTeX Cite \textit{R. Noda}, ``Convergence of local times of stochastic processes associated with resistance forms'', Preprint, arXiv:2305.13224 [math.PR] (2023) Full Text: arXiv OA License
Tian, Jia Meng; Wang, Jing; Zhang, Yu Hui Additive functionals for discrete-time single death chains. (Chinese. English summary) Zbl 07822552 Acta Math. Sin., Chin. Ser. 65, No. 5, 797-818 (2022). MSC: 60J55 PDFBibTeX XMLCite \textit{J. M. Tian} et al., Acta Math. Sin., Chin. Ser. 65, No. 5, 797--818 (2022; Zbl 07822552) Full Text: DOI
Bertoin, Jean On the local times of noise reinforced Bessel processes. (Sur les temps locaux des processus de Bessel avec bruit renforcé.) (English. French summary) Zbl 1517.60099 Ann. Henri Lebesgue 5, 1277-1294 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J55 60J60 PDFBibTeX XMLCite \textit{J. Bertoin}, Ann. Henri Lebesgue 5, 1277--1294 (2022; Zbl 1517.60099) Full Text: DOI arXiv OA License
Kim, Donghan Local times for continuous paths of arbitrary regularity. (English) Zbl 1515.60267 J. Theor. Probab. 35, No. 4, 2540-2568 (2022). MSC: 60J55 60H05 60G15 60G17 PDFBibTeX XMLCite \textit{D. Kim}, J. Theor. Probab. 35, No. 4, 2540--2568 (2022; Zbl 1515.60267) Full Text: DOI arXiv
Banerjee, Sayan; Budhiraja, Amarjit Domains of attraction of invariant distributions of the infinite atlas model. (English) Zbl 1489.60131 Ann. Probab. 50, No. 4, 1610-1646 (2022). MSC: 60J55 60J60 60K35 82C22 60J65 PDFBibTeX XMLCite \textit{S. Banerjee} and \textit{A. Budhiraja}, Ann. Probab. 50, No. 4, 1610--1646 (2022; Zbl 1489.60131) Full Text: DOI arXiv
Monthus, Cécile Microcanonical conditioning of Markov processes on time-additive observables. (English) Zbl 1539.60096 J. Stat. Mech. Theory Exp. 2022, No. 2, Article ID 023207, 39 p. (2022). MSC: 60J55 82C41 PDFBibTeX XMLCite \textit{C. Monthus}, J. Stat. Mech. Theory Exp. 2022, No. 2, Article ID 023207, 39 p. (2022; Zbl 1539.60096) Full Text: DOI arXiv
Chen, Yu-Ting Two-dimensional delta-Bose gas: skew-product relative motion and exact non-Gaussianity for the stochastic heat equation. arXiv:2207.06331 Preprint, arXiv:2207.06331 [math.PR] (2022). MSC: 60J55 60J65 60H30 BibTeX Cite \textit{Y.-T. Chen}, ``Two-dimensional delta-Bose gas: skew-product relative motion and exact non-Gaussianity for the stochastic heat equation'', Preprint, arXiv:2207.06331 [math.PR] (2022) Full Text: arXiv OA License
Eisenbaum, Nathalie On local times of Ornstein-Uhlenbeck processes. (English) Zbl 1496.60095 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 205-213 (2021). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{N. Eisenbaum}, Prog. Probab. 78, 205--213 (2021; Zbl 1496.60095) Full Text: DOI HAL
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. On a family of complex-valued stochastic processes. (English. Russian original) Zbl 1486.60097 Dokl. Math. 104, No. 3, 347-350 (2021); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 501, 38-41 (2021). MSC: 60J55 60F17 60G99 PDFBibTeX XMLCite \textit{I. A. Ibragimov} et al., Dokl. Math. 104, No. 3, 347--350 (2021; Zbl 1486.60097); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 501, 38--41 (2021) Full Text: DOI
Kassel, Adrien; Lévy, Thierry Covariant Symanzik identities. (English) Zbl 1483.60112 Probab. Math. Phys. 2, No. 3, 419-475 (2021). MSC: 60J55 60J57 81T25 82B20 PDFBibTeX XMLCite \textit{A. Kassel} and \textit{T. Lévy}, Probab. Math. Phys. 2, No. 3, 419--475 (2021; Zbl 1483.60112) Full Text: DOI arXiv
Aeckerle-Willems, Cathrine; Strauch, Claudia Concentration of scalar ergodic diffusions and some statistical implications. (English) Zbl 1483.60111 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1857-1887 (2021). MSC: 60J55 60J60 62G07 62M05 PDFBibTeX XMLCite \textit{C. Aeckerle-Willems} and \textit{C. Strauch}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1857--1887 (2021; Zbl 1483.60111) Full Text: DOI arXiv
Raimond, Olivier; Nguyen, Tuan-Minh Strongly vertex-reinforced jump process on a complete graph. (English) Zbl 1484.60085 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1549-1568 (2021). Reviewer: V. Yegnanarayanan (Chennai) MSC: 60J55 60J74 05C81 60H10 PDFBibTeX XMLCite \textit{O. Raimond} and \textit{T.-M. Nguyen}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1549--1568 (2021; Zbl 1484.60085) Full Text: DOI arXiv
Lupu, Titus Isomorphisms of \(\beta\)-Dyson’s Brownian motion with Brownian local time. (English) Zbl 1484.60084 Electron. J. Probab. 26, Paper No. 126, 31 p. (2021). MSC: 60J55 60J65 60G15 60B20 81T18 PDFBibTeX XMLCite \textit{T. Lupu}, Electron. J. Probab. 26, Paper No. 126, 31 p. (2021; Zbl 1484.60084) Full Text: DOI arXiv
Zhang, Haoyan; Jiang, Pingping On some properties of sticky Brownian motion. (English) Zbl 1479.60161 Stoch. Dyn. 21, No. 6, Article ID 2150037, 17 p. (2021). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{P. Jiang}, Stoch. Dyn. 21, No. 6, Article ID 2150037, 17 p. (2021; Zbl 1479.60161) Full Text: DOI
Altmeyer, Randolf Approximation of occupation time functionals. (English) Zbl 1479.60159 Bernoulli 27, No. 4, 2714-2739 (2021). Reviewer: Pavel Gapeev (London) MSC: 60J55 60G22 60J25 PDFBibTeX XMLCite \textit{R. Altmeyer}, Bernoulli 27, No. 4, 2714--2739 (2021; Zbl 1479.60159) Full Text: DOI arXiv
Deuschel, Jean-Dominique; Orenshtein, Tal; Perkowski, Nicolas Additive functionals as rough paths. (English) Zbl 1487.60143 Ann. Probab. 49, No. 3, 1450-1479 (2021). MSC: 60J55 60K37 60L20 82B43 82C41 PDFBibTeX XMLCite \textit{J.-D. Deuschel} et al., Ann. Probab. 49, No. 3, 1450--1479 (2021; Zbl 1487.60143) Full Text: DOI arXiv
Jego, Antoine Critical Brownian multiplicative chaos. (English) Zbl 1482.60105 Probab. Theory Relat. Fields 180, No. 1-2, 495-552 (2021). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{A. Jego}, Probab. Theory Relat. Fields 180, No. 1--2, 495--552 (2021; Zbl 1482.60105) Full Text: DOI arXiv OA License
Ni, Wenqing; Chen, Zhenlong Local nondeterminism and joint continuity of the local times for operator-scaling stable random fields. (Chinese. English summary) Zbl 1499.60268 Sci. Sin., Math. 50, No. 2, 301-316 (2020). MSC: 60J55 60G52 60G60 PDFBibTeX XMLCite \textit{W. Ni} and \textit{Z. Chen}, Sci. Sin., Math. 50, No. 2, 301--316 (2020; Zbl 1499.60268) Full Text: DOI
Luan, Na’na On the local time of subfractional Brownian motion. (Chinese. English summary) Zbl 1463.60098 Acta Math. Sin., Chin. Ser. 63, No. 1, 89-96 (2020). MSC: 60J55 60G22 PDFBibTeX XMLCite \textit{N. Luan}, Acta Math. Sin., Chin. Ser. 63, No. 1, 89--96 (2020; Zbl 1463.60098)
Sang, Liheng; Chen, Zhenlong; Hao, Xiaozhen Smoothness for the renormalized self-intersection local time of bifractional Brownian motion. (Chinese. English summary) Zbl 1463.60099 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 3, 796-810 (2020). MSC: 60J55 60G22 PDFBibTeX XMLCite \textit{L. Sang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 3, 796--810 (2020; Zbl 1463.60099)
Barker, Adam Transience and recurrence of Markov processes with constrained local time. (English) Zbl 1472.60133 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 993-1045 (2020). MSC: 60J55 60G51 60G17 60J25 60F10 PDFBibTeX XMLCite \textit{A. Barker}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 993--1045 (2020; Zbl 1472.60133) Full Text: arXiv
Li, Bo; Zhou, Xiaowen Local times for spectrally negative Lévy processes. (English) Zbl 1434.60211 Potential Anal. 52, No. 4, 689-711 (2020). MSC: 60J55 60J45 60G51 PDFBibTeX XMLCite \textit{B. Li} and \textit{X. Zhou}, Potential Anal. 52, No. 4, 689--711 (2020; Zbl 1434.60211) Full Text: DOI arXiv
Wang, Fengyu; Zhang, Yu Application of Harnack inequality to long time asymptotics of Markov processes. (Chinese. English summary) Zbl 1499.60269 Sci. Sin., Math. 49, No. 3, 505-516 (2019). MSC: 60J55 60J60 60F17 PDFBibTeX XMLCite \textit{F. Wang} and \textit{Y. Zhang}, Sci. Sin., Math. 49, No. 3, 505--516 (2019; Zbl 1499.60269) Full Text: DOI
Chen, Zhenlong; Xiao, Yimin Local times and Hausdorff dimensions of inverse images of Gaussian vector fields with space-anisotropy. (Chinese. English summary) Zbl 1499.60267 Sci. Sin., Math. 49, No. 11, 1487-1500 (2019). MSC: 60J55 60G18 60G60 PDFBibTeX XMLCite \textit{Z. Chen} and \textit{Y. Xiao}, Sci. Sin., Math. 49, No. 11, 1487--1500 (2019; Zbl 1499.60267)
Barker, Adam Microthesis: Processes with constrained local time. (English) Zbl 1476.60137 Lond. Math. Soc., Newsl. 2019, No. 483, 38-39 (2019). MSC: 60J55 60G17 PDFBibTeX XMLCite \textit{A. Barker}, Lond. Math. Soc., Newsl. 2019, No. 483, 38--39 (2019; Zbl 1476.60137) Full Text: Link
Zani, Marguerite; Zhou, Wei Brownian sheet indexed by \(\mathbb{R}^N\): local time and bubbles. (English) Zbl 1452.60048 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 381-403 (2019). MSC: 60J55 60G17 60G15 PDFBibTeX XMLCite \textit{M. Zani} and \textit{W. Zhou}, Lect. Notes Math. 2252, 381--403 (2019; Zbl 1452.60048) Full Text: DOI
Rudenko, Alexey Intersection local times in \(L_2\) for Markov processes. (English) Zbl 1449.60122 Theory Stoch. Process. 24, No. 1, 64-95 (2019). MSC: 60J55 60J65 60G17 PDFBibTeX XMLCite \textit{A. Rudenko}, Theory Stoch. Process. 24, No. 1, 64--95 (2019; Zbl 1449.60122) Full Text: Link
Dorogovtsev, Andrey; Izyumtseva, Olga Asymptotics of intersection local time for diffusion processes. (English) Zbl 1456.60195 Lith. Math. J. 59, No. 4, 519-534 (2019). MSC: 60J55 60G15 60G17 PDFBibTeX XMLCite \textit{A. Dorogovtsev} and \textit{O. Izyumtseva}, Lith. Math. J. 59, No. 4, 519--534 (2019; Zbl 1456.60195) Full Text: DOI
Wang, Zhi; Yan, Litan; Yu, Xianye Local times of the solution to stochastic heat equation with fractional noise. (Chinese. English summary) Zbl 1449.60123 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 3, 582-595 (2019). MSC: 60J55 60H15 35K05 PDFBibTeX XMLCite \textit{Z. Wang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 3, 582--595 (2019; Zbl 1449.60123)
Li, Bo; Xiao, Yimin; Yang, Xiaochuan On the favorite points of symmetric Lévy processes. (English) Zbl 1468.60098 J. Theor. Probab. 32, No. 4, 1943-1972 (2019). MSC: 60J55 60J74 60G15 PDFBibTeX XMLCite \textit{B. Li} et al., J. Theor. Probab. 32, No. 4, 1943--1972 (2019; Zbl 1468.60098) Full Text: DOI arXiv
Tsukada, Hiroshi Tanaka formula for strictly stable processes. (English) Zbl 1479.60160 Probab. Math. Stat. 39, No. 1, 39-60 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J55 60G52 60J65 60J76 PDFBibTeX XMLCite \textit{H. Tsukada}, Probab. Math. Stat. 39, No. 1, 39--60 (2019; Zbl 1479.60160) Full Text: DOI arXiv
de Bernardini, Diego F.; Gallesco, Christophe; Popov, Serguei Corrigendum to: “On uniform closeness of local times of Markov chains and i.i.d. sequences”. (English) Zbl 1475.60148 Stochastic Processes Appl. 129, No. 7, 2606-2609 (2019). MSC: 60J55 60J10 PDFBibTeX XMLCite \textit{D. F. de Bernardini} et al., Stochastic Processes Appl. 129, No. 7, 2606--2609 (2019; Zbl 1475.60148) Full Text: DOI
Hong, Jieliang Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion. (English) Zbl 1481.60150 Electron. Commun. Probab. 24, Paper No. 28, 12 p. (2019). MSC: 60J55 60J68 26A16 PDFBibTeX XMLCite \textit{J. Hong}, Electron. Commun. Probab. 24, Paper No. 28, 12 p. (2019; Zbl 1481.60150) Full Text: DOI arXiv Euclid
Suryawan, Herry Pribawanto Existence and regularization of the local times of a Gaussian process. (English) Zbl 1488.60190 Hacet. J. Math. Stat. 47, No. 5, 1206-1215 (2018). MSC: 60J55 60H40 60G15 28C20 46F25 PDFBibTeX XMLCite \textit{H. P. Suryawan}, Hacet. J. Math. Stat. 47, No. 5, 1206--1215 (2018; Zbl 1488.60190) Full Text: Link
Tsukada, Hiroshi A potential theoretic approach to Tanaka formula for asymmetric Lévy processes. (English) Zbl 1452.60047 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIX. Cham: Springer. Lect. Notes Math. 2215, 521-542 (2018). MSC: 60J55 60J45 60G51 PDFBibTeX XMLCite \textit{H. Tsukada}, Lect. Notes Math. 2215, 521--542 (2018; Zbl 1452.60047) Full Text: DOI arXiv
Forman, Noah Brownian bricklayer: a random space-filling curve. (English) Zbl 1407.60108 Stat. Probab. Lett. 143, 43-46 (2018). MSC: 60J55 60G17 PDFBibTeX XMLCite \textit{N. Forman}, Stat. Probab. Lett. 143, 43--46 (2018; Zbl 1407.60108) Full Text: DOI arXiv
Huang, Ruojun; Kious, Daniel; Sidoravicius, Vladas; Tarrès, Pierre Explicit formula for the density of local times of Markov jump processes. (English) Zbl 1406.60113 Electron. Commun. Probab. 23, Paper No. 90, 7 p. (2018). MSC: 60J55 60J75 PDFBibTeX XMLCite \textit{R. Huang} et al., Electron. Commun. Probab. 23, Paper No. 90, 7 p. (2018; Zbl 1406.60113) Full Text: DOI arXiv Euclid
Andres, Sebastian; Hartung, Lisa Diffusion processes on branching Brownian motion. (English) Zbl 1403.60068 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1377-1400 (2018). MSC: 60J55 60J80 60K37 60G55 PDFBibTeX XMLCite \textit{S. Andres} and \textit{L. Hartung}, ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1377--1400 (2018; Zbl 1403.60068) Full Text: arXiv Link
Hong, Jieliang Renormalization of local times of super-Brownian motion. (English) Zbl 1402.60097 Electron. J. Probab. 23, Paper No. 109, 45 p. (2018). MSC: 60J55 60J68 35J61 60J65 PDFBibTeX XMLCite \textit{J. Hong}, Electron. J. Probab. 23, Paper No. 109, 45 p. (2018; Zbl 1402.60097) Full Text: DOI arXiv Euclid
Çetin, Umut Path transformations for local times of one-dimensional diffusions. (English) Zbl 1409.60119 Stochastic Processes Appl. 128, No. 10, 3439-3465 (2018). MSC: 60J55 60J60 60J65 PDFBibTeX XMLCite \textit{U. Çetin}, Stochastic Processes Appl. 128, No. 10, 3439--3465 (2018; Zbl 1409.60119) Full Text: DOI arXiv Link
de Bernardini, Diego F.; Gallesco, Christophe; Popov, Serguei On uniform closeness of local times of Markov chains and i.i.d. sequences. (English) Zbl 1409.60120 Stochastic Processes Appl. 128, No. 10, 3221-3252 (2018); corrigendum ibid. 129, No. 7, 2606-2609 (2019). MSC: 60J55 60J10 PDFBibTeX XMLCite \textit{D. F. de Bernardini} et al., Stochastic Processes Appl. 128, No. 10, 3221--3252 (2018; Zbl 1409.60120) Full Text: DOI arXiv
Pitman, Jim; Winkel, Matthias Squared Bessel processes of positive and negative dimension embedded in Brownian local times. (English) Zbl 1414.60068 Electron. Commun. Probab. 23, Paper No. 74, 13 p. (2018). MSC: 60J55 60J80 60J65 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Winkel}, Electron. Commun. Probab. 23, Paper No. 74, 13 p. (2018; Zbl 1414.60068) Full Text: DOI arXiv Euclid
Tudor, Ciprian; Tudor, Maria Regularity of local times of Gaussian self-similar quasi-helices. (English) Zbl 1413.60077 Math. Rep., Buchar. 20(70), No. 2, 107-122 (2018). MSC: 60J55 60H05 91G70 60G18 PDFBibTeX XMLCite \textit{C. Tudor} and \textit{M. Tudor}, Math. Rep., Buchar. 20(70), No. 2, 107--122 (2018; Zbl 1413.60077)
Denker, Manfred; Zheng, Xiaofei On the local times of stationary processes with conditional local limit theorems. (English) Zbl 1396.60088 Stochastic Processes Appl. 128, No. 7, 2448-2462 (2018). MSC: 60J55 60F05 60G10 PDFBibTeX XMLCite \textit{M. Denker} and \textit{X. Zheng}, Stochastic Processes Appl. 128, No. 7, 2448--2462 (2018; Zbl 1396.60088) Full Text: DOI arXiv
Abe, Yoshihiro Extremes of local times for simple random walks on symmetric trees. (English) Zbl 1390.60285 Electron. J. Probab. 23, Paper No. 40, 41 p. (2018). MSC: 60J55 60J10 60G70 PDFBibTeX XMLCite \textit{Y. Abe}, Electron. J. Probab. 23, Paper No. 40, 41 p. (2018; Zbl 1390.60285) Full Text: DOI arXiv Euclid
Vondraček, Zoran; Wagner, Vanja On purely discontinuous additive functionals of subordinate Brownian motions. (English) Zbl 1380.60072 Stochastic Processes Appl. 128, No. 2, 707-725 (2018). MSC: 60J55 60G51 60J45 60H10 PDFBibTeX XMLCite \textit{Z. Vondraček} and \textit{V. Wagner}, Stochastic Processes Appl. 128, No. 2, 707--725 (2018; Zbl 1380.60072) Full Text: DOI arXiv
Hashimoto, Hiroya; Tsuchiya, Takahiro Stability problems for Cantor stochastic differential equations. (English) Zbl 1386.60268 Stochastic Processes Appl. 128, No. 1, 211-232 (2018). MSC: 60J55 41A25 PDFBibTeX XMLCite \textit{H. Hashimoto} and \textit{T. Tsuchiya}, Stochastic Processes Appl. 128, No. 1, 211--232 (2018; Zbl 1386.60268) Full Text: DOI arXiv
Zhou, Ke; Liu, Minzhi Scaling limit in local time of near-critical nearest random walk. (Chinese. English summary) Zbl 1399.60129 J. Beijing Norm. Univ., Nat. Sci. 53, No. 4, 391-394 (2017). MSC: 60J55 60G50 60J65 PDFBibTeX XMLCite \textit{K. Zhou} and \textit{M. Liu}, J. Beijing Norm. Univ., Nat. Sci. 53, No. 4, 391--394 (2017; Zbl 1399.60129) Full Text: DOI
Guo, Jingjun; Zhang, Yafang Local time of mixed Brownian motion and subfractional Brownian motion. (English) Zbl 1399.60127 J. Math., Wuhan Univ. 37, No. 3, 659-666 (2017). MSC: 60J55 60J65 60G22 PDFBibTeX XMLCite \textit{J. Guo} and \textit{Y. Zhang}, J. Math., Wuhan Univ. 37, No. 3, 659--666 (2017; Zbl 1399.60127) Full Text: DOI
Grama, Ion; Le Page, Émile Bounds in the local limit theorem for a random walk conditioned to stay positive. (English) Zbl 1382.60100 Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 103-127 (2017). MSC: 60J55 60G50 60F17 PDFBibTeX XMLCite \textit{I. Grama} and \textit{É. Le Page}, Springer Proc. Math. Stat. 208, 103--127 (2017; Zbl 1382.60100) Full Text: DOI
Krykun, Ivan Hryhorovych Convergence of skew Brownian motions with local times at several points that are contracted into a single one. (English. Ukrainian original) Zbl 1382.60101 J. Math. Sci., New York 221, No. 5, 671-678 (2017); translation from Ukr. Mat. Visn. 13, No. 2, 213-223 (2016). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{I. H. Krykun}, J. Math. Sci., New York 221, No. 5, 671--678 (2017; Zbl 1382.60101); translation from Ukr. Mat. Visn. 13, No. 2, 213--223 (2016) Full Text: DOI
Nándori, Péter; Shen, Zeyu Logarithmic scaling of planar random walk’s local times. (English) Zbl 1399.60128 Stud. Sci. Math. Hung. 54, No. 2, 171-177 (2017). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60J55 60F17 PDFBibTeX XMLCite \textit{P. Nándori} and \textit{Z. Shen}, Stud. Sci. Math. Hung. 54, No. 2, 171--177 (2017; Zbl 1399.60128) Full Text: DOI arXiv
Guo, Jingjun; Li, Chujin On collision local time of two independent fractional Ornstein-Uhlenbeck processes. (English) Zbl 1389.60096 Acta Math. Sci., Ser. B, Engl. Ed. 37, No. 2, 316-328 (2017). MSC: 60J55 60G15 60G22 60H10 PDFBibTeX XMLCite \textit{J. Guo} and \textit{C. Li}, Acta Math. Sci., Ser. B, Engl. Ed. 37, No. 2, 316--328 (2017; Zbl 1389.60096) Full Text: DOI
Guo, Jingjun; Zhang, Yafang; Gao, Haiyan Local time of mixed Brownian motion and fractional Brownian motion. (English) Zbl 1389.60097 Math. Appl. 30, No. 1, 138-143 (2017). MSC: 60J55 60J65 60G22 PDFBibTeX XMLCite \textit{J. Guo} et al., Math. Appl. 30, No. 1, 138--143 (2017; Zbl 1389.60097)
Le Jan, Yves; Marcus, Michael B.; Rosen, Jay Intersection local times, loop soups and permanental Wick powers. (English) Zbl 1368.60080 Mem. Am. Math. Soc. 1171, vi, 79 p. (2017). MSC: 60J55 60K99 60G17 PDFBibTeX XMLCite \textit{Y. Le Jan} et al., Intersection local times, loop soups and permanental Wick powers. Providence, RI: American Mathematical Society (AMS) (2017; Zbl 1368.60080) Full Text: DOI arXiv
Chen, Zhen-Qing; Wang, Lidan Inverse local time of one-dimensional diffusions and its comparison theorem. arXiv:1702.04095 Preprint, arXiv:1702.04095 [math.PR] (2017). MSC: 60J55 60J75 60J75 60H10 BibTeX Cite \textit{Z.-Q. Chen} and \textit{L. Wang}, ``Inverse local time of one-dimensional diffusions and its comparison theorem'', Preprint, arXiv:1702.04095 [math.PR] (2017) Full Text: arXiv OA License
Ouandji Boutcheng, Hermann Joël; Bouetou, Thomas Bouetou; Burkhardt, Theodore W.; Rosso, Alberto; Zoia, Andrea; Crepin, Kofane Timoleon Occupation time statistics of the random acceleration model. (English) Zbl 1459.60155 J. Stat. Mech. Theory Exp. 2016, No. 5, Article ID 053213, 10 p. (2016). MSC: 60J55 PDFBibTeX XMLCite \textit{H. J. Ouandji Boutcheng} et al., J. Stat. Mech. Theory Exp. 2016, No. 5, Article ID 053213, 10 p. (2016; Zbl 1459.60155) Full Text: DOI arXiv
Han, Xinfang; Ma, Li On generalized Feynman-Kac transformation for Markov processes associated with semi-Dirichlet forms. (English) Zbl 1374.60147 Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 6, 1683-1698 (2016). MSC: 60J55 60J35 PDFBibTeX XMLCite \textit{X. Han} and \textit{L. Ma}, Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 6, 1683--1698 (2016; Zbl 1374.60147) Full Text: DOI
Deligiannidis, George; Utev, Sergey Optimal bounds for the variance of self-intersection local times. (English) Zbl 1384.60089 Int. J. Stoch. Anal. 2016, Article ID 5370627, 10 p. (2016). MSC: 60J55 PDFBibTeX XMLCite \textit{G. Deligiannidis} and \textit{S. Utev}, Int. J. Stoch. Anal. 2016, Article ID 5370627, 10 p. (2016; Zbl 1384.60089) Full Text: DOI arXiv
Ramirez, Jorge M.; Thomann, Enrique A.; Waymire, Edward C. Continuity of local time: an applied perspective. (English) Zbl 1354.60082 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 191-207 (2016). MSC: 60J55 60J65 60J60 PDFBibTeX XMLCite \textit{J. M. Ramirez} et al., in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 191--207 (2016; Zbl 1354.60082) Full Text: DOI arXiv
Kolb, Martin; Savov, Mladen Transience and recurrence of a Brownian path with limited local time. (English) Zbl 1364.60095 Ann. Probab. 44, No. 6, 4083-4132 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60J55 60J65 60G17 PDFBibTeX XMLCite \textit{M. Kolb} and \textit{M. Savov}, Ann. Probab. 44, No. 6, 4083--4132 (2016; Zbl 1364.60095) Full Text: DOI
Nguyen, Tien Dung Tail probability estimates for additive functionals. (English) Zbl 1350.60074 Stat. Probab. Lett. 119, 349-356 (2016). MSC: 60J55 60G22 60H07 91G30 PDFBibTeX XMLCite \textit{T. D. Nguyen}, Stat. Probab. Lett. 119, 349--356 (2016; Zbl 1350.60074) Full Text: DOI
Bocharov, Sergey; Harris, Simon C. Limiting distribution of the rightmost particle in catalytic branching Brownian motion. (English) Zbl 1346.60128 Electron. Commun. Probab. 21, Paper No. 70, 12 p. (2016). MSC: 60J55 60J65 60J80 PDFBibTeX XMLCite \textit{S. Bocharov} and \textit{S. C. Harris}, Electron. Commun. Probab. 21, Paper No. 70, 12 p. (2016; Zbl 1346.60128) Full Text: DOI arXiv Euclid
Dorogovtsev, Andrey; Izyumtseva, Olga Properties of Gaussian local times. (English) Zbl 1330.60096 Lith. Math. J. 55, No. 4, 489-505 (2015). MSC: 60J55 60G15 60H40 60J65 60G17 PDFBibTeX XMLCite \textit{A. Dorogovtsev} and \textit{O. Izyumtseva}, Lith. Math. J. 55, No. 4, 489--505 (2015; Zbl 1330.60096) Full Text: DOI arXiv
Hong, Wenming; Yang, Hui; Zhou, Ke Scaling limit of local time of Sinai’s random walk. (English) Zbl 1326.60113 Front. Math. China 10, No. 6, 1313-1324 (2015). MSC: 60J55 60G50 60J60 60F17 60J80 60K37 PDFBibTeX XMLCite \textit{W. Hong} et al., Front. Math. China 10, No. 6, 1313--1324 (2015; Zbl 1326.60113) Full Text: DOI arXiv
Abe, Yoshihiro Maximum and minimum of local times for two-dimensional random walk. (English) Zbl 1321.60151 Electron. Commun. Probab. 20, Paper No. 22, 14 p. (2015). MSC: 60J55 60G70 60G50 60J10 60G60 60G15 PDFBibTeX XMLCite \textit{Y. Abe}, Electron. Commun. Probab. 20, Paper No. 22, 14 p. (2015; Zbl 1321.60151) Full Text: DOI arXiv
Perkowski, Nicolas; Prömel, David J. Local times for typical price paths and pathwise Tanaka formulas. (English) Zbl 1321.60152 Electron. J. Probab. 20, Paper No. 46, 15 p. (2015). MSC: 60J55 60H05 60J60 91G80 PDFBibTeX XMLCite \textit{N. Perkowski} and \textit{D. J. Prömel}, Electron. J. Probab. 20, Paper No. 46, 15 p. (2015; Zbl 1321.60152) Full Text: DOI arXiv
Chen, Zhenlong; Wu, Dongsheng; Xiao, Yimin Smoothness of local times and self-intersection local times of Gaussian random fields. (English) Zbl 1319.60155 Front. Math. China 10, No. 4, 777-805 (2015). MSC: 60J55 60G60 60G15 60G22 60H15 60H05 60H07 PDFBibTeX XMLCite \textit{Z. Chen} et al., Front. Math. China 10, No. 4, 777--805 (2015; Zbl 1319.60155) Full Text: DOI arXiv
Deya, Aurélien; Nualart, David; Tindel, Samy On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. (English) Zbl 1326.60112 Ann. Probab. 43, No. 3, 1493-1534 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60J55 60J65 60H07 60G15 60F05 42B20 60H10 PDFBibTeX XMLCite \textit{A. Deya} et al., Ann. Probab. 43, No. 3, 1493--1534 (2015; Zbl 1326.60112) Full Text: DOI arXiv Euclid
Ferré, D. Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations. (English. French summary) Zbl 1322.60158 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 2, 787-808 (2015). MSC: 60J55 60J05 60F05 62M05 62F12 PDFBibTeX XMLCite \textit{D. Ferré}, Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 2, 787--808 (2015; Zbl 1322.60158) Full Text: DOI Euclid
Jung, Paul; Markowsky, Greg Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative. (English) Zbl 1432.60077 J. Theor. Probab. 28, No. 1, 299-312 (2015). MSC: 60J55 60G22 PDFBibTeX XMLCite \textit{P. Jung} and \textit{G. Markowsky}, J. Theor. Probab. 28, No. 1, 299--312 (2015; Zbl 1432.60077) Full Text: DOI arXiv
Lambert, Amaury; Simatos, Florian Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case. (English) Zbl 1318.60079 J. Theor. Probab. 28, No. 1, 41-91 (2015). MSC: 60J55 60G55 60G51 60F17 60G52 60J80 60K25 PDFBibTeX XMLCite \textit{A. Lambert} and \textit{F. Simatos}, J. Theor. Probab. 28, No. 1, 41--91 (2015; Zbl 1318.60079) Full Text: DOI arXiv HAL
Balança, Paul Uniform multifractal structure of stable trees. arXiv:1508.00229 Preprint, arXiv:1508.00229 [math.PR] (2015). MSC: 60J55 60J80 60G17 BibTeX Cite \textit{P. Balança}, ``Uniform multifractal structure of stable trees'', Preprint, arXiv:1508.00229 [math.PR] (2015) Full Text: arXiv OA License
Ait Ouahra, M.; Kissami, A.; Sghir, A. Strong approximation of some additive functionals of symmetric stable process. (English) Zbl 1312.60092 Math. Inequal. Appl. 17, No. 4, 1327-1336 (2014). MSC: 60J55 60G52 26A33 PDFBibTeX XMLCite \textit{M. Ait Ouahra} et al., Math. Inequal. Appl. 17, No. 4, 1327--1336 (2014; Zbl 1312.60092) Full Text: DOI
Rosen, Jay Intersection local times for interlacements. (English) Zbl 1307.60104 Stochastic Processes Appl. 124, No. 5, 1849-1880 (2014). MSC: 60J55 60G51 60J40 60G55 PDFBibTeX XMLCite \textit{J. Rosen}, Stochastic Processes Appl. 124, No. 5, 1849--1880 (2014; Zbl 1307.60104) Full Text: DOI arXiv
Ait Ouahra, Mohamed; Kissami, Abdelghani; Ouahhabi, Hanae On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process. (English) Zbl 1297.60055 Random Oper. Stoch. Equ. 22, No. 2, 99-107 (2014). MSC: 60J55 60G52 PDFBibTeX XMLCite \textit{M. Ait Ouahra} et al., Random Oper. Stoch. Equ. 22, No. 2, 99--107 (2014; Zbl 1297.60055) Full Text: DOI
Laissaoui, Diffalah; Benchérif-Madani, Abdelatif A limit theorem for local time and application to random sets. (English) Zbl 1296.60210 Stat. Probab. Lett. 88, 107-117 (2014). MSC: 60J55 60J99 60G51 60G57 65C05 43A46 PDFBibTeX XMLCite \textit{D. Laissaoui} and \textit{A. Benchérif-Madani}, Stat. Probab. Lett. 88, 107--117 (2014; Zbl 1296.60210) Full Text: DOI
Dubarry, Cyrille; Le Corff, Sylvain Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models. (English) Zbl 1411.60116 Bernoulli 19, No. 5B, 2222-2249 (2013). MSC: 60J55 60J22 62M05 PDFBibTeX XMLCite \textit{C. Dubarry} and \textit{S. Le Corff}, Bernoulli 19, No. 5B, 2222--2249 (2013; Zbl 1411.60116) Full Text: DOI arXiv
Ferré, D.; Guibourg, D. Regularity of the characteristic function of additive functionals for iterated function systems. Statistical applications. (English) Zbl 1306.60109 Markov Process. Relat. Fields 19, No. 2, 299-342 (2013). Reviewer: Martynas Manstavičius (Vilnius) MSC: 60J55 60F05 60J05 60E10 62H12 PDFBibTeX XMLCite \textit{D. Ferré} and \textit{D. Guibourg}, Markov Process. Relat. Fields 19, No. 2, 299--342 (2013; Zbl 1306.60109)
Dehay, D. Local time and convergence of empirical estimators. (English. Russian original) Zbl 1416.60076 Theory Probab. Appl. 57, No. 2, 196-208 (2013) and Teor. Veroyatn. Primen. 57, No. 2, 337-352 (2012). MSC: 60J55 60F05 60J60 62M05 PDFBibTeX XMLCite \textit{D. Dehay}, Theory Probab. Appl. 57, No. 2, 196--208 (2013; Zbl 1416.60076) Full Text: DOI
Marcus, Michael B.; Rosen, Jay A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes. (English) Zbl 1329.60273 Ann. Probab. 41, No. 2, 671-698 (2013). MSC: 60J55 60G17 60K99 PDFBibTeX XMLCite \textit{M. B. Marcus} and \textit{J. Rosen}, Ann. Probab. 41, No. 2, 671--698 (2013; Zbl 1329.60273) Full Text: DOI arXiv Euclid
Hayashi, Masafumi; Yano, Kouji On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes. (English) Zbl 1273.60097 Abstr. Appl. Anal. 2013, Article ID 463857, 12 p. (2013). MSC: 60J55 60G51 60J25 PDFBibTeX XMLCite \textit{M. Hayashi} and \textit{K. Yano}, Abstr. Appl. Anal. 2013, Article ID 463857, 12 p. (2013; Zbl 1273.60097) Full Text: DOI OA License
Ait Ouahra, Mohamed; Kissami, Abdelghani; Ouahhabi, Hanae On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process. (English) Zbl 1267.60088 Random Oper. Stoch. Equ. 20, No. 3, 283-297 (2012). MSC: 60J55 60G52 PDFBibTeX XMLCite \textit{M. Ait Ouahra} et al., Random Oper. Stoch. Equ. 20, No. 3, 283--297 (2012; Zbl 1267.60088) Full Text: DOI
Szabados, Tamás Self-intersection local time of planar Brownian motion based on a strong approximation by random walks. (English) Zbl 1259.60089 J. Theor. Probab. 25, No. 4, 1081-1118 (2012). MSC: 60J55 60F15 60G50 PDFBibTeX XMLCite \textit{T. Szabados}, J. Theor. Probab. 25, No. 4, 1081--1118 (2012; Zbl 1259.60089) Full Text: DOI arXiv
Tudor, Ciprian A. Kernel density estimation and local time. (English) Zbl 1419.60057 Zili, Mounir (ed.) et al., Stochastic differential equations and processes. SAAP, Tunisia, October 7-9, 2010. Selected papers based on the presentations at the international conference on stochastic analysis and applied probability. Springer Proceedings in Mathematics 7. Berlin: Springer. 141-150 (2012). MSC: 60J55 60J65 62G07 62G20 62J05 PDFBibTeX XMLCite \textit{C. A. Tudor}, Springer Proc. Math. 7, 141--150 (2012; Zbl 1419.60057) Full Text: DOI
Tong, Changqing; Lin, Zhengyan; Zheng, Jing The local time of the Markov processes of Ornstein-Uhlenbeck type. (English) Zbl 1248.60094 Stat. Probab. Lett. 82, No. 7, 1229-1234 (2012). MSC: 60J55 60J60 60G51 PDFBibTeX XMLCite \textit{C. Tong} et al., Stat. Probab. Lett. 82, No. 7, 1229--1234 (2012; Zbl 1248.60094) Full Text: DOI
Markowsky, Greg The derivative of the intersection local time of Brownian motion through Wiener chaos. (English) Zbl 1248.60093 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLIV. Papers based on the presentations at the 44th séminaire de probabilités, Dijon, France, June 2010. Berlin: Springer (ISBN 978-3-642-27460-2/pbk; 978-3-642-27461-9/ebook). Lecture Notes in Mathematics 2046, 141-148 (2012). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{G. Markowsky}, Lect. Notes Math. 2046, 141--148 (2012; Zbl 1248.60093) Full Text: DOI
Löcherbach, Eva; Loukianova, Dasha Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space. (English) Zbl 1244.60076 J. Theor. Probab. 25, No. 1, 231-261 (2012). Reviewer: Ismael Bailleul (Rennes) MSC: 60J55 60J35 60F10 PDFBibTeX XMLCite \textit{E. Löcherbach} and \textit{D. Loukianova}, J. Theor. Probab. 25, No. 1, 231--261 (2012; Zbl 1244.60076) Full Text: DOI arXiv