Wang, Zhenhai; Wang, Xudong Landscapes of random diffusivity processes in harmonic potential. (English) Zbl 07791916 Physica A 633, Article ID 129433, 12 p. (2024). MSC: 82-XX PDFBibTeX XMLCite \textit{Z. Wang} and \textit{X. Wang}, Physica A 633, Article ID 129433, 12 p. (2024; Zbl 07791916) Full Text: DOI
Schumm, Ryan D.; Bressloff, Paul C. A numerical method for solving snapping out Brownian motion in 2D bounded domains. (English) Zbl 07748065 J. Comput. Phys. 493, Article ID 112479, 18 p. (2023). MSC: 60Jxx 92Cxx 35Jxx PDFBibTeX XMLCite \textit{R. D. Schumm} and \textit{P. C. Bressloff}, J. Comput. Phys. 493, Article ID 112479, 18 p. (2023; Zbl 07748065) Full Text: DOI arXiv
Kay, Toby; Giuggioli, Luca Extreme value statistics and arcsine laws of Brownian motion in the presence of a permeable barrier. (English) Zbl 1517.60104 J. Phys. A, Math. Theor. 56, No. 34, Article ID 345002, 26 p. (2023). MSC: 60J65 82B31 82B41 82C31 60G70 PDFBibTeX XMLCite \textit{T. Kay} and \textit{L. Giuggioli}, J. Phys. A, Math. Theor. 56, No. 34, Article ID 345002, 26 p. (2023; Zbl 1517.60104) Full Text: DOI arXiv
Jin, Shi; Li, Lei; Ye, Xuda; Zhou, Zhennan Ergodicity and long-time behavior of the random batch method for interacting particle systems. (English) Zbl 1521.37097 Math. Models Methods Appl. Sci. 33, No. 1, 67-102 (2023). MSC: 37M25 37M05 37A60 60K35 65C20 82C22 PDFBibTeX XMLCite \textit{S. Jin} et al., Math. Models Methods Appl. Sci. 33, No. 1, 67--102 (2023; Zbl 1521.37097) Full Text: DOI arXiv
Cinque, Fabrizio Reflection principle for finite-velocity random motions. (English) Zbl 1516.60058 J. Appl. Probab. 60, No. 2, 479-492 (2023). MSC: 60K99 60G17 PDFBibTeX XMLCite \textit{F. Cinque}, J. Appl. Probab. 60, No. 2, 479--492 (2023; Zbl 1516.60058) Full Text: DOI
Hata, Genji; Yano, Kouji Arcsine and Darling-Kac laws for piecewise linear random interval maps. (English) Zbl 1518.37064 Stoch. Dyn. 23, No. 1, Article ID 2350006, 24 p. (2023). Reviewer: Steve Pederson (Atlanta) MSC: 37H12 37E05 60F05 PDFBibTeX XMLCite \textit{G. Hata} and \textit{K. Yano}, Stoch. Dyn. 23, No. 1, Article ID 2350006, 24 p. (2023; Zbl 1518.37064) Full Text: DOI arXiv
Piterbarg, Vladimir V. Expected median of a shifted Brownian motion: theory and calculations. (English) Zbl 1522.91284 Math. Finance 32, No. 1, 3-45 (2022). MSC: 91G20 91G30 60J70 PDFBibTeX XMLCite \textit{V. V. Piterbarg}, Math. Finance 32, No. 1, 3--45 (2022; Zbl 1522.91284) Full Text: DOI
Zamparo, Marco Statistical fluctuations under resetting: rigorous results. (English) Zbl 1509.60159 J. Phys. A, Math. Theor. 55, No. 48, Article ID 484001, 50 p. (2022). MSC: 60K05 60F05 60F10 60F15 60J55 82C41 PDFBibTeX XMLCite \textit{M. Zamparo}, J. Phys. A, Math. Theor. 55, No. 48, Article ID 484001, 50 p. (2022; Zbl 1509.60159) Full Text: DOI arXiv
Bressloff, Paul C. Diffusion-mediated surface reactions and stochastic resetting. (English) Zbl 1507.60102 J. Phys. A, Math. Theor. 55, No. 27, Article ID 275002, 25 p. (2022). MSC: 60J60 60K50 76R50 82B24 PDFBibTeX XMLCite \textit{P. C. Bressloff}, J. Phys. A, Math. Theor. 55, No. 27, Article ID 275002, 25 p. (2022; Zbl 1507.60102) Full Text: DOI arXiv
Bressloff, Paul C. Diffusion in a partially absorbing medium with position and occupation time resetting. (English) Zbl 07565683 J. Stat. Mech. Theory Exp. 2022, No. 6, Article ID 063207, 21 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{P. C. Bressloff}, J. Stat. Mech. Theory Exp. 2022, No. 6, Article ID 063207, 21 p. (2022; Zbl 07565683) Full Text: DOI arXiv
Dessertaine, Théo; Godrèche, Claude; Bouchaud, Jean-Philippe Occupation time of a renewal process coupled to a discrete Markov chain. (English) Zbl 07565680 J. Stat. Mech. Theory Exp. 2022, No. 6, Article ID 063204, 20 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{T. Dessertaine} et al., J. Stat. Mech. Theory Exp. 2022, No. 6, Article ID 063204, 20 p. (2022; Zbl 07565680) Full Text: DOI arXiv
Guillaume, Tristan Closed form valuation of barrier options with stochastic barriers. (English) Zbl 1492.60229 Ann. Oper. Res. 313, No. 2, 1021-1050 (2022). MSC: 60J65 91G15 PDFBibTeX XMLCite \textit{T. Guillaume}, Ann. Oper. Res. 313, No. 2, 1021--1050 (2022; Zbl 1492.60229) Full Text: DOI
Erraoui, Mohamed; Hilbert, Astrid; Louriki, Mohammed On a Lévy process pinned at random time. (English) Zbl 1497.60058 Forum Math. 33, No. 2, 397-417 (2021). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60G40 60G51 60G52 60J25 PDFBibTeX XMLCite \textit{M. Erraoui} et al., Forum Math. 33, No. 2, 397--417 (2021; Zbl 1497.60058) Full Text: DOI
Grünbaum, F. A.; Velázquez, L.; Wilkening, J. Occupation time for classical and quantum walks. (English) Zbl 1491.60060 Gesztesy, Fritz (ed.) et al., From operator theory to orthogonal polynomials, combinatorics, and number theory. A volume in honor of Lance Littlejohn’s 70th birthday. Cham: Birkhäuser. Oper. Theory: Adv. Appl. 285, 197-212 (2021). MSC: 60G50 42C05 81S25 60J65 82B41 PDFBibTeX XMLCite \textit{F. A. Grünbaum} et al., Oper. Theory: Adv. Appl. 285, 197--212 (2021; Zbl 1491.60060) Full Text: DOI arXiv
Panzo, Hugo Independent factorization of the last zero arcsine law for Bessel processes with drift. (English) Zbl 1495.60019 Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021). MSC: 60G17 60J60 60J65 PDFBibTeX XMLCite \textit{H. Panzo}, Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021; Zbl 1495.60019) Full Text: DOI arXiv Backlinks: MO
Touhami, Wajdi On skew sticky Brownian motion. (English) Zbl 1476.60141 Stat. Probab. Lett. 173, Article ID 109086, 9 p. (2021). MSC: 60J60 60J65 60H10 PDFBibTeX XMLCite \textit{W. Touhami}, Stat. Probab. Lett. 173, Article ID 109086, 9 p. (2021; Zbl 1476.60141) Full Text: DOI
Erhard, Dirk; Franco, Tertuliano; da Silva, Diogo S. The slow bond random walk and the snapping out Brownian motion. (English) Zbl 1476.60048 Ann. Appl. Probab. 31, No. 1, 99-127 (2021). MSC: 60F05 60F17 60J27 60J65 60G50 PDFBibTeX XMLCite \textit{D. Erhard} et al., Ann. Appl. Probab. 31, No. 1, 99--127 (2021; Zbl 1476.60048) Full Text: DOI arXiv Link
Dolgopyat, Dmitry; Lenci, Marco; Nándori, Péter Global observables for RW: law of large numbers. (English. French summary) Zbl 1472.60079 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 94-115 (2021). MSC: 60G50 37A40 60K37 60F15 PDFBibTeX XMLCite \textit{D. Dolgopyat} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 94--115 (2021; Zbl 1472.60079) Full Text: DOI arXiv
Khanfir, Robin Time and place of the maximum for one-dimensional diffusion bridges and meanders. (English) Zbl 1480.60238 Probab. Surv. 18, 1-43 (2021). MSC: 60J60 60J65 PDFBibTeX XMLCite \textit{R. Khanfir}, Probab. Surv. 18, 1--43 (2021; Zbl 1480.60238) Full Text: DOI arXiv
Salminen, Paavo; Stenlund, David On occupation times of one-dimensional diffusions. (English) Zbl 1483.60115 J. Theor. Probab. 34, No. 2, 975-1011 (2021). MSC: 60J60 60J55 05A10 60J65 PDFBibTeX XMLCite \textit{P. Salminen} and \textit{D. Stenlund}, J. Theor. Probab. 34, No. 2, 975--1011 (2021; Zbl 1483.60115) Full Text: DOI arXiv
Imamura, Yuri Carr-Nadtochiy’s weak reflection principle for Markov chains on \(\mathbb{Z}^d\). (English) Zbl 1470.60207 Japan J. Ind. Appl. Math. 38, No. 1, 257-267 (2021); correction ibid. 38, No. 1, 269 (2021). MSC: 60J20 91G20 62P05 PDFBibTeX XMLCite \textit{Y. Imamura}, Japan J. Ind. Appl. Math. 38, No. 1, 257--267 (2021; Zbl 1470.60207) Full Text: DOI arXiv
Huang, Hui; Liu, Jian-Guo; Pickl, Peter On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system. (English) Zbl 1466.35344 J. Stat. Phys. 181, No. 5, 1915-1965 (2020). MSC: 35Q84 35Q83 82C22 60J65 PDFBibTeX XMLCite \textit{H. Huang} et al., J. Stat. Phys. 181, No. 5, 1915--1965 (2020; Zbl 1466.35344) Full Text: DOI arXiv
Comtet, Alain; Cornu, Françoise; Schehr, Grégory Last-passage time for linear diffusions and application to the emptying time of a box. (English) Zbl 1466.60159 J. Stat. Phys. 181, No. 5, 1565-1602 (2020). MSC: 60J60 60G70 82C31 PDFBibTeX XMLCite \textit{A. Comtet} et al., J. Stat. Phys. 181, No. 5, 1565--1602 (2020; Zbl 1466.60159) Full Text: DOI arXiv
Bhadra, Anindya; Datta, Jyotishka; Polson, Nicholas G.; Willard, Brandon T. Global-local mixtures: a unifying framework. (English) Zbl 1451.62038 Sankhyā, Ser. A 82, No. 2, 426-447 (2020). MSC: 62G08 62J07 62J12 62C10 PDFBibTeX XMLCite \textit{A. Bhadra} et al., Sankhyā, Ser. A 82, No. 2, 426--447 (2020; Zbl 1451.62038) Full Text: DOI
Landriault, David; Li, Bin; Lkabous, Mohamed Amine On occupation times in the red of Lévy risk models. (English) Zbl 1445.91053 Insur. Math. Econ. 92, 17-26 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 92, 17--26 (2020; Zbl 1445.91053) Full Text: DOI arXiv
Pène, Françoise; Thomine, Damien Potential kernel, hitting probabilities and distributional asymptotics. (English) Zbl 1451.60089 Ergodic Theory Dyn. Syst. 40, No. 7, 1894-1967 (2020). MSC: 60J45 60F05 60G50 37D40 37A05 PDFBibTeX XMLCite \textit{F. Pène} and \textit{D. Thomine}, Ergodic Theory Dyn. Syst. 40, No. 7, 1894--1967 (2020; Zbl 1451.60089) Full Text: DOI arXiv
Majumdar, Satya N.; Pal, Arnab; Schehr, Grégory Extreme value statistics of correlated random variables: a pedagogical review. (English) Zbl 1441.62115 Phys. Rep. 840, 1-32 (2020). MSC: 62G32 62H20 62M10 62P35 60G70 60G60 62-02 PDFBibTeX XMLCite \textit{S. N. Majumdar} et al., Phys. Rep. 840, 1--32 (2020; Zbl 1441.62115) Full Text: DOI arXiv
Sera, Toru Functional limit theorem for occupation time processes of intermittent maps. (English) Zbl 1431.60036 Nonlinearity 33, No. 3, 1183-1217 (2020). MSC: 60F17 37A40 60J60 PDFBibTeX XMLCite \textit{T. Sera}, Nonlinearity 33, No. 3, 1183--1217 (2020; Zbl 1431.60036) Full Text: DOI arXiv
den Hollander, Frank; Majumdar, Satya N.; Meylahn, Janusz M.; Touchette, Hugo Properties of additive functionals of Brownian motion with resetting. (English) Zbl 1509.60142 J. Phys. A, Math. Theor. 52, No. 17, Article ID 175001, 24 p. (2019). MSC: 60J65 60F10 PDFBibTeX XMLCite \textit{F. den Hollander} et al., J. Phys. A, Math. Theor. 52, No. 17, Article ID 175001, 24 p. (2019; Zbl 1509.60142) Full Text: DOI arXiv
Singh, Prashant; Kundu, Anupam Generalised “arcsine” laws for run-and-tumble particle in one dimension. (English) Zbl 1457.82347 J. Stat. Mech. Theory Exp. 2019, No. 8, Article ID 083205, 32 p. (2019). MSC: 82C40 60J65 PDFBibTeX XMLCite \textit{P. Singh} and \textit{A. Kundu}, J. Stat. Mech. Theory Exp. 2019, No. 8, Article ID 083205, 32 p. (2019; Zbl 1457.82347) Full Text: DOI arXiv
Mercadier, Mathieu; Lardy, Jean-Pierre Credit spread approximation and improvement using random forest regression. (English) Zbl 1431.91415 Eur. J. Oper. Res. 277, No. 1, 351-365 (2019). MSC: 91G40 91G20 PDFBibTeX XMLCite \textit{M. Mercadier} and \textit{J.-P. Lardy}, Eur. J. Oper. Res. 277, No. 1, 351--365 (2019; Zbl 1431.91415) Full Text: DOI arXiv
Alsmeyer, Gerold; Buckmann, Fabian An arcsine law for Markov random walks. (English) Zbl 1404.60057 Stochastic Processes Appl. 129, No. 1, 223-239 (2019). MSC: 60G50 60J10 PDFBibTeX XMLCite \textit{G. Alsmeyer} and \textit{F. Buckmann}, Stochastic Processes Appl. 129, No. 1, 223--239 (2019; Zbl 1404.60057) Full Text: DOI arXiv
Bandi, Federico M.; Moloche, Guillermo On the functional estimation of multivariate diffusion processes. (English) Zbl 1393.62036 Econom. Theory 34, No. 4, 896-946 (2018). MSC: 62M05 60J60 62G05 62G20 PDFBibTeX XMLCite \textit{F. M. Bandi} and \textit{G. Moloche}, Econom. Theory 34, No. 4, 896--946 (2018; Zbl 1393.62036) Full Text: DOI
Giuliano, Rita; Macci, Claudio Large deviations for some logarithmic means in the case of random variables with thin tails. (English) Zbl 1390.60105 Stat. Probab. Lett. 138, 47-56 (2018). MSC: 60F10 60F05 60F15 PDFBibTeX XMLCite \textit{R. Giuliano} and \textit{C. Macci}, Stat. Probab. Lett. 138, 47--56 (2018; Zbl 1390.60105) Full Text: DOI
Burkhardt, Theodore W. Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments. (English) Zbl 1383.82048 J. Stat. Phys. 169, No. 4, 730-743 (2017). MSC: 82C41 82C31 35Q53 44A10 45B05 PDFBibTeX XMLCite \textit{T. W. Burkhardt}, J. Stat. Phys. 169, No. 4, 730--743 (2017; Zbl 1383.82048) Full Text: DOI arXiv
Bonollo, Michele; Di Persio, Luca; Mammi, Luca; Oliva, Immacolata Estimating the counterparty risk exposure by using the Brownian motion local time. (English) Zbl 1367.91187 Int. J. Appl. Math. Comput. Sci. 27, No. 2, 435-447 (2017). MSC: 91G40 PDFBibTeX XMLCite \textit{M. Bonollo} et al., Int. J. Appl. Math. Comput. Sci. 27, No. 2, 435--447 (2017; Zbl 1367.91187) Full Text: DOI arXiv
Bressloff, Paul C.; Lawley, Sean D. Residence times of a Brownian particle with temporal heterogeneity. (English) Zbl 1374.60158 J. Phys. A, Math. Theor. 50, No. 19, Article ID 195001, 18 p. (2017). Reviewer: Sophia L. Kalpazidou (Thessaloniki) MSC: 60J65 60G50 82C24 PDFBibTeX XMLCite \textit{P. C. Bressloff} and \textit{S. D. Lawley}, J. Phys. A, Math. Theor. 50, No. 19, Article ID 195001, 18 p. (2017; Zbl 1374.60158) Full Text: DOI Link
Dorogovtsev, A. A.; Izyumtseva, O. L. Local times of self-intersection. (English. Russian original) Zbl 1490.60084 Ukr. Math. J. 68, No. 3, 325-379 (2016); translation from Ukr. Mat. Zh. 68, No. 3, 290-340 (2016). MSC: 60G17 60-02 60J55 PDFBibTeX XMLCite \textit{A. A. Dorogovtsev} and \textit{O. L. Izyumtseva}, Ukr. Math. J. 68, No. 3, 325--379 (2016; Zbl 1490.60084); translation from Ukr. Mat. Zh. 68, No. 3, 290--340 (2016) Full Text: DOI
Comets, Francis; Nguyen, Vu-Lan Localization in log-gamma polymers with boundaries. (English) Zbl 1350.60109 Probab. Theory Relat. Fields 166, No. 1-2, 429-461 (2016). MSC: 60K37 60K35 60G50 60F05 82D60 82B41 PDFBibTeX XMLCite \textit{F. Comets} and \textit{V.-L. Nguyen}, Probab. Theory Relat. Fields 166, No. 1--2, 429--461 (2016; Zbl 1350.60109) Full Text: DOI arXiv
Wu, Lan; Zhou, Jiang Occupation times of hyper-exponential jump diffusion processes with application to price step options. (English) Zbl 1333.60177 J. Comput. Appl. Math. 294, 251-274 (2016). MSC: 60J60 60J75 91G80 PDFBibTeX XMLCite \textit{L. Wu} and \textit{J. Zhou}, J. Comput. Appl. Math. 294, 251--274 (2016; Zbl 1333.60177) Full Text: DOI
Giuliano, Rita; Macci, Claudio Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications. (English) Zbl 1333.60031 ESAIM, Probab. Stat. 19, 395-413 (2015). MSC: 60F05 60F10 60F15 11K99 PDFBibTeX XMLCite \textit{R. Giuliano} and \textit{C. Macci}, ESAIM, Probab. Stat. 19, 395--413 (2015; Zbl 1333.60031) Full Text: DOI
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
Jiang, Jia-Jian; He, Ping; Fang, Kai-Tai An interesting property of the arcsine distribution and its applications. (English) Zbl 1366.62033 Stat. Probab. Lett. 105, 88-95 (2015). MSC: 62E17 62E15 PDFBibTeX XMLCite \textit{J.-J. Jiang} et al., Stat. Probab. Lett. 105, 88--95 (2015; Zbl 1366.62033) Full Text: DOI
Bayraktar, Erhan; Nadtochiy, Sergey Weak reflection principle for Lévy processes. (English) Zbl 1330.60064 Ann. Appl. Probab. 25, No. 6, 3251-3294 (2015). MSC: 60G51 60J75 60J60 91G20 91G80 45Q05 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{S. Nadtochiy}, Ann. Appl. Probab. 25, No. 6, 3251--3294 (2015; Zbl 1330.60064) Full Text: DOI arXiv Euclid
Giuliano, Rita; Macci, Claudio; Pacchiarotti, Barbara On large deviations for some sequences of weighted means of Gaussian processes. (English) Zbl 1308.60040 J. Math. Anal. Appl. 414, No. 2, 612-631 (2014). MSC: 60G15 60F10 PDFBibTeX XMLCite \textit{R. Giuliano} et al., J. Math. Anal. Appl. 414, No. 2, 612--631 (2014; Zbl 1308.60040) Full Text: DOI
Mukeru, Safari Inverse local times of fractional Brownian motion. (English) Zbl 1251.60035 Appl. Math. Lett. 25, No. 12, 2168-2173 (2012). MSC: 60G22 60J55 PDFBibTeX XMLCite \textit{S. Mukeru}, Appl. Math. Lett. 25, No. 12, 2168--2173 (2012; Zbl 1251.60035) Full Text: DOI
Borovkov, Konstantin; McKinlay, Shaun The uniform law for sojourn measures of random fields. (English) Zbl 1251.60044 Stat. Probab. Lett. 82, No. 9, 1745-1749 (2012). MSC: 60G60 60G17 60G09 PDFBibTeX XMLCite \textit{K. Borovkov} and \textit{S. McKinlay}, Stat. Probab. Lett. 82, No. 9, 1745--1749 (2012; Zbl 1251.60044) Full Text: DOI arXiv
Bogachev, Leonid; Ratanov, Nikita Occupation time distributions for the telegraph process. (English) Zbl 1234.60075 Stochastic Processes Appl. 121, No. 8, 1816-1844 (2011). Reviewer: Enzo Orsingher (Roma) MSC: 60J27 60J65 60F05 60K99 PDFBibTeX XMLCite \textit{L. Bogachev} and \textit{N. Ratanov}, Stochastic Processes Appl. 121, No. 8, 1816--1844 (2011; Zbl 1234.60075) Full Text: DOI arXiv
Giuliano, Rita; Macci, Claudio Large deviation principles for sequences of logarithmically weighted means. (English) Zbl 1214.60007 J. Math. Anal. Appl. 378, No. 2, 555-570 (2011). MSC: 60F10 PDFBibTeX XMLCite \textit{R. Giuliano} and \textit{C. Macci}, J. Math. Anal. Appl. 378, No. 2, 555--570 (2011; Zbl 1214.60007) Full Text: DOI
Majumdar, Satya N.; Comtet, Alain; Random-Furling, Julien Random convex hulls and extreme value statistics. (English) Zbl 1188.82024 J. Stat. Phys. 138, No. 6, 955-1009 (2010). MSC: 82B41 60J65 PDFBibTeX XMLCite \textit{S. N. Majumdar} et al., J. Stat. Phys. 138, No. 6, 955--1009 (2010; Zbl 1188.82024) Full Text: DOI arXiv
Berkes, István; Hörmann, Siegfried; Horváth, Lajos On functional versions of the arc-sine law. (English) Zbl 1201.60030 J. Theor. Probab. 23, No. 1, 109-126 (2010). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60F17 60G17 60G50 60G52 60G70 PDFBibTeX XMLCite \textit{I. Berkes} et al., J. Theor. Probab. 23, No. 1, 109--126 (2010; Zbl 1201.60030) Full Text: DOI
Borodin, A. N. Distribution of sojourn time for a Brownian motion with jumps. (English. Russian original) Zbl 1288.60093 J. Math. Sci., New York 152, No. 6, 853-861 (2008); translation from Zap. Nauchn. Semin. POMI 351, 101-116 (2007). MSC: 60J65 60G17 60J70 60J75 PDFBibTeX XMLCite \textit{A. N. Borodin}, J. Math. Sci., New York 152, No. 6, 853--861 (2008; Zbl 1288.60093); translation from Zap. Nauchn. Semin. POMI 351, 101--116 (2007) Full Text: DOI
Borodin, A. N. Transformations of diffusions with jumps. (English. Russian original) Zbl 1288.60101 J. Math. Sci., New York 152, No. 6, 840-852 (2008); translation from Zap. Nauchn. Semin. POMI 351, 79-100 (2007). MSC: 60J75 PDFBibTeX XMLCite \textit{A. N. Borodin}, J. Math. Sci., New York 152, No. 6, 840--852 (2008; Zbl 1288.60101); translation from Zap. Nauchn. Semin. POMI 351, 79--100 (2007) Full Text: DOI
Salminen, Paavo; Vallois, Pierre; Yor, Marc On the excursion theory for linear diffusions. (English) Zbl 1160.60024 Jpn. J. Math. (3) 2, No. 1, 97-127 (2007). Reviewer: Feng-Yu Wang (Swansea) MSC: 60J60 60J65 PDFBibTeX XMLCite \textit{P. Salminen} et al., Jpn. J. Math. (3) 2, No. 1, 97--127 (2007; Zbl 1160.60024) Full Text: DOI arXiv
Pitman, Jim; Yor, Marc Itô’s excursion theory and its applications. (English) Zbl 1156.60066 Jpn. J. Math. (3) 2, No. 1, 83-96 (2007). MSC: 60J65 60J60 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Jpn. J. Math. (3) 2, No. 1, 83--96 (2007; Zbl 1156.60066) Full Text: DOI
Zweimüller, Roland Infinite measure preserving transformations with compact first regeneration. (English) Zbl 1152.28018 J. Anal. Math. 103, 93-131 (2007). Reviewer: Alexander Kachurovskij (Novosibirsk) MSC: 28D05 37A40 37A50 PDFBibTeX XMLCite \textit{R. Zweimüller}, J. Anal. Math. 103, 93--131 (2007; Zbl 1152.28018) Full Text: DOI
Hutt, Axel; Atay, Fatihcan M. Spontaneous and evoked activity in extended neural populations with gamma-distributed spatial interactions and transmission delay. (English) Zbl 1133.92005 Chaos Solitons Fractals 32, No. 2, 547-560 (2007). MSC: 92C20 45K05 92C15 45J05 PDFBibTeX XMLCite \textit{A. Hutt} and \textit{F. M. Atay}, Chaos Solitons Fractals 32, No. 2, 547--560 (2007; Zbl 1133.92005) Full Text: DOI
Hutt, Axel; Atay, Fatihcan M. Analysis of nonlocal neural fields for both general and gamma-distributed connectivities. (English) Zbl 1061.92020 Physica D 203, No. 1-2, 30-54 (2005). MSC: 92C20 45J05 92B20 35K57 PDFBibTeX XMLCite \textit{A. Hutt} and \textit{F. M. Atay}, Physica D 203, No. 1--2, 30--54 (2005; Zbl 1061.92020) Full Text: DOI
Borodin, A. N. Distributions of some functionals of the Brownian local time. (English. Russian original) Zbl 1074.60083 J. Math. Sci., New York 128, No. 1, 2503-2510 (2005); translation from Zap. Nauchn. Semin. POMI 298, 22-35(2003). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{A. N. Borodin}, J. Math. Sci., New York 128, No. 1, 2503--2510 (2003; Zbl 1074.60083); translation from Zap. Nauchn. Semin. POMI 298, 22--3 (2003) Full Text: DOI
Csörgő, Miklós A glimpse of the impact of Pál Erdős on probability and statistics. (English) Zbl 1028.60002 Can. J. Stat. 30, No. 4, 493-556 (2002). MSC: 60-03 01A60 60F15 60F17 60G50 60G70 60J65 PDFBibTeX XMLCite \textit{M. Csörgő}, Can. J. Stat. 30, No. 4, 493--556 (2002; Zbl 1028.60002) Full Text: DOI
Khasminskii, R. Limit distributions of some integral functionals for null-recurrent diffusions. (English) Zbl 1047.60078 Stochastic Processes Appl. 92, No. 1, 1-9 (2001). Reviewer: Jan Seidler (Praha) MSC: 60J60 PDFBibTeX XMLCite \textit{R. Khasminskii}, Stochastic Processes Appl. 92, No. 1, 1--9 (2001; Zbl 1047.60078) Full Text: DOI
Si, Si Random irreversible phenomena: Entropy in subordination. (English) Zbl 1005.60102 Chaos Solitons Fractals 12, No. 14-15, 2873-2876 (2001). Reviewer: Leandro Pardo (Madrid) MSC: 60K99 94A17 PDFBibTeX XMLCite \textit{S. Si}, Chaos Solitons Fractals 12, No. 14--15, 2873--2876 (2001; Zbl 1005.60102) Full Text: DOI
Fusai, Gianluca; Luciano, Elisa Dynamic value at risk under optimal and suboptimal portfolio policies. (English) Zbl 1051.91045 Eur. J. Oper. Res. 135, No. 2, 249-269 (2001). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{G. Fusai} and \textit{E. Luciano}, Eur. J. Oper. Res. 135, No. 2, 249--269 (2001; Zbl 1051.91045) Full Text: DOI
Biane, Philippe; Pitman, Jim; Yor, Marc Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions. (English) Zbl 1040.11061 Bull. Am. Math. Soc., New Ser. 38, No. 4, 435-465 (2001). Reviewer: Emilio Elizalde (Barcelona) MSC: 11M06 60J65 60E07 PDFBibTeX XMLCite \textit{P. Biane} et al., Bull. Am. Math. Soc., New Ser. 38, No. 4, 435--465 (2001; Zbl 1040.11061) Full Text: DOI arXiv
Wang, Wensheng On the properties for increments of a local time – a look through the set of limit points. (English) Zbl 0988.60071 Stat. Probab. Lett. 52, No. 3, 329-340 (2001). Reviewer: A.A.Dorogovtsev (Kyïv) MSC: 60J55 60J65 60G15 60F15 PDFBibTeX XMLCite \textit{W. Wang}, Stat. Probab. Lett. 52, No. 3, 329--340 (2001; Zbl 0988.60071) Full Text: DOI
Bertoin, Jean Sample path behaviour in connection with generalized arcsine laws. (English) Zbl 0832.60049 Probab. Theory Relat. Fields 103, No. 3, 317-327 (1995). MSC: 60G17 60J25 PDFBibTeX XMLCite \textit{J. Bertoin}, Probab. Theory Relat. Fields 103, No. 3, 317--327 (1995; Zbl 0832.60049) Full Text: DOI
Hochberg, Kenneth J.; Orsingher, Enzo The arc-sine law and its analogs for processes governed by signed and complex measures. (English) Zbl 0811.60028 Stochastic Processes Appl. 52, No. 2, 273-292 (1994). Reviewer: J.Franchi (Paris) MSC: 60G20 60J60 60J65 PDFBibTeX XMLCite \textit{K. J. Hochberg} and \textit{E. Orsingher}, Stochastic Processes Appl. 52, No. 2, 273--292 (1994; Zbl 0811.60028) Full Text: DOI
Aldous, David J.; Pitman, Jim Brownian bridge asymptotics for random mappings. (English) Zbl 0811.60057 Random Struct. Algorithms 5, No. 4, 487-512 (1994). Reviewer: L.Mutafchiev (Sofia) MSC: 60G50 60J65 60C05 60F05 05C80 PDFBibTeX XMLCite \textit{D. J. Aldous} and \textit{J. Pitman}, Random Struct. Algorithms 5, No. 4, 487--512 (1994; Zbl 0811.60057) Full Text: DOI Backlinks: MO
Carmona, Ph.; Petit, F.; Yor, M. Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion. (English) Zbl 0808.60066 Probab. Theory Relat. Fields 100, No. 1, 1-29 (1994). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{Ph. Carmona} et al., Probab. Theory Relat. Fields 100, No. 1, 1--29 (1994; Zbl 0808.60066) Full Text: DOI
Csörgő, Miklós; Shao, Qi-Man A new proof on the distribution of the local time of a Wiener process. (English) Zbl 0799.60069 Stat. Probab. Lett. 19, No. 4, 285-290 (1994). Reviewer: J.Bertoin (Paris) MSC: 60J55 60J60 PDFBibTeX XMLCite \textit{M. Csörgő} and \textit{Q.-M. Shao}, Stat. Probab. Lett. 19, No. 4, 285--290 (1994; Zbl 0799.60069) Full Text: DOI
Quang Phuc Duong The distribution of the run length in CUSUM procedures. (English) Zbl 0777.62022 Math. Comput. Modelling 17, No. 1, 49-54 (1993). MSC: 62E15 62P30 PDFBibTeX XMLCite \textit{Quang Phuc Duong}, Math. Comput. Modelling 17, No. 1, 49--54 (1993; Zbl 0777.62022) Full Text: DOI
Berman, Simeon M. Joint continuity of the local times of Markov processes. (English) Zbl 0549.60069 Z. Wahrscheinlichkeitstheor. Verw. Geb. 69, 37-46 (1985). MSC: 60J55 60J60 PDFBibTeX XMLCite \textit{S. M. Berman}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 69, 37--46 (1985; Zbl 0549.60069) Full Text: DOI
Simons, Gordon A discrete analogue and elementary derivation of ’Levy’s equivalence’ for Brownian motion. (English) Zbl 0515.60082 Stat. Probab. Lett. 1, 203-206 (1983). MSC: 60J65 60H05 60G50 PDFBibTeX XMLCite \textit{G. Simons}, Stat. Probab. Lett. 1, 203--206 (1983; Zbl 0515.60082) Full Text: DOI
Knight, Frank B. On Brownian motion and certain heat equations. (English) Zbl 0452.60084 Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 1-10 (1981). MSC: 60J65 35K05 PDFBibTeX XMLCite \textit{F. B. Knight}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 1--10 (1981; Zbl 0452.60084) Full Text: DOI
Davydov, Iu. A. Sur une classe des fonctionnelles des processus stables et des marches aléatoires. (French) Zbl 0298.60043 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 10, 1-29 (1974). MSC: 60G50 60F05 PDFBibTeX XMLCite \textit{Iu. A. Davydov}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 10, 1--29 (1974; Zbl 0298.60043) Full Text: Numdam EuDML
Knight, F. B. The local time at zero of the reflected symmetric stable process. (English) Zbl 0212.49502 Z. Wahrscheinlichkeitstheor. Verw. Geb. 19, 180-190 (1971). MSC: 60G99 PDFBibTeX XMLCite \textit{F. B. Knight}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 19, 180--190 (1971; Zbl 0212.49502) Full Text: DOI
Knight, F. B. The local time at zero of the reflected symmetric stable process. (English) Zbl 0206.18701 Z. Wahrscheinlichkeitstheor. Verw. Geb. 19, 180-190 (1971). MSC: 60G99 PDFBibTeX XMLCite \textit{F. B. Knight}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 19, 180--190 (1971; Zbl 0206.18701) Full Text: DOI
Bretagnolle, J.; Dacunha-Castelle, D.; Krivine, J. L. Lois stables et espaces \(L^ p\). (French) Zbl 0139.33501 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 2, 231-259 (1966). PDFBibTeX XMLCite \textit{J. Bretagnolle} et al., Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 2, 231--259 (1966; Zbl 0139.33501) Full Text: Numdam EuDML
Takács, L. On limiting distributions concerning a sojourn time problem. (English) Zbl 0208.44303 Acta Math. Acad. Sci. Hung. 8, 279-294 (1957). MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{L. Takács}, Acta Math. Acad. Sci. Hung. 8, 279--294 (1957; Zbl 0208.44303) Full Text: DOI