×

Found 614 Documents (Results 1–100)

Newest Citations Relevance
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
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
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
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
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
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

Filter Results by …

Document Type

Database

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field