De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John Nash equilibria of threshold type for two-player nonzero-sum games of stopping. (English) Zbl 1390.91038 Ann. Appl. Probab. 28, No. 1, 112-147 (2018). MSC: 91A15 60G40 60J60 91A05 PDFBibTeX XMLCite \textit{T. De Angelis} et al., Ann. Appl. Probab. 28, No. 1, 112--147 (2018; Zbl 1390.91038) Full Text: DOI arXiv
Uchimura, Naoyuki Modern mathematics in which the ancient capital revolves. People who follow Kyoto University’s Research Institute for Mathematical Sciences. (Japanese) Zbl 1439.01070 Tokyo: Nippon Hyōronsha (ISBN 978-453-57874-4-5). vii, 283 p. (2013). Reviewer: Hirokazu Nishimura (Tsukuba) MSC: 01A73 PDFBibTeX XMLCite \textit{N. Uchimura}, Modern mathematics in which the ancient capital revolves. People who follow Kyoto University's Research Institute for Mathematical Sciences (Japanese). Tokyo: Nippon Hyōronsha (2013; Zbl 1439.01070)
Pitman, Jim; Yor, Marc Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches. (English) Zbl 1024.60032 Bernoulli 9, No. 1, 1-24 (2003). MSC: 60J55 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Bernoulli 9, No. 1, 1--24 (2003; Zbl 1024.60032) Full Text: DOI
Itô, Kiyosi; McKean, Henry P. jun. Diffusion processes and their sample paths. Repr. of the 1974 ed. (English) Zbl 0837.60001 Classics in Mathematics. Berlin: Springer-Verlag. xviii, 326 p. (1996). Reviewer: M.Scheutzow (Berlin) MSC: 60-02 60G17 60J60 60J65 01A75 60J70 PDFBibTeX XMLCite \textit{K. Itô} and \textit{H. P. McKean jun.}, Diffusion processes and their sample paths. Repr. of the 1974 ed. Berlin: Springer-Verlag (1996; Zbl 0837.60001)
Stoica, L. The oscillations of Brownian motion near a hypersurface. (English) Zbl 0686.60082 Stud. Cercet. Mat. 41, No. 2, 79-134 (1989). Reviewer: L.Stoica MSC: 60J55 31A15 60J65 PDFBibTeX XMLCite \textit{L. Stoica}, Stud. Cercet. Mat. 41, No. 2, 79--134 (1989; Zbl 0686.60082)
Löbus, Jörg-Uwe Constructions of one-dimensional nonconservative quasidiffusions. (English) Zbl 0611.60073 Forschungsergeb., Friedrich-Schiller-Univ. Jena N/86/41, 22 p. (1986). Reviewer: M.Rao MSC: 60J60 60J65 60J55 PDFBibTeX XML