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Found 613 Documents (Results 1–100)

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
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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
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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
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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
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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).
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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
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