Alayed, Haneen; DeBlassie, Dante Brownian motion with a horizontal Bessel drift in a parabolic-type domain. (English) Zbl 07390670 Stochastic Processes Appl. 140, 183-215 (2021). MSC: 60J65 60J60 33C10 PDF BibTeX XML Cite \textit{H. Alayed} and \textit{D. DeBlassie}, Stochastic Processes Appl. 140, 183--215 (2021; Zbl 07390670) Full Text: DOI OpenURL
Geng, Xi; Iyer, Gautam Long time asymptotics of heat kernels and Brownian winding numbers on manifolds with boundary. (English) Zbl 07379421 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1297-1323 (2021). MSC: 35K08 35B40 60J65 PDF BibTeX XML Cite \textit{X. Geng} and \textit{G. Iyer}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1297--1323 (2021; Zbl 07379421) Full Text: Link OpenURL
Baudoin, Fabrice; Wang, Jing Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions. (English) Zbl 07373449 Electron. J. Probab. 26, Paper No. 38, 21 p. (2021). MSC: 60J60 60J65 60J35 PDF BibTeX XML Cite \textit{F. Baudoin} and \textit{J. Wang}, Electron. J. Probab. 26, Paper No. 38, 21 p. (2021; Zbl 07373449) Full Text: DOI OpenURL
Zaidi, Cherif Liouville results for fractional elliptic equations with Hardy potential. (English) Zbl 1454.35177 J. Dyn. Differ. Equations 32, No. 4, 1983-1995 (2020). MSC: 35J62 35R11 35J20 PDF BibTeX XML Cite \textit{C. Zaidi}, J. Dyn. Differ. Equations 32, No. 4, 1983--1995 (2020; Zbl 1454.35177) Full Text: DOI OpenURL
van den Berg, M.; Gilkey, P. B.; Gittins, K. Heat flow from polygons. (English) Zbl 1447.35177 Potential Anal. 53, No. 3, 1043-1062 (2020). MSC: 35K20 35K05 PDF BibTeX XML Cite \textit{M. van den Berg} et al., Potential Anal. 53, No. 3, 1043--1062 (2020; Zbl 1447.35177) Full Text: DOI OpenURL
Öz, Mehmet On the volume of the shrinking branching Brownian sausage. (English) Zbl 1434.60249 Electron. Commun. Probab. 25, Paper No. 37, 12 p. (2020). MSC: 60J80 60F15 60D05 92D25 PDF BibTeX XML Cite \textit{M. Öz}, Electron. Commun. Probab. 25, Paper No. 37, 12 p. (2020; Zbl 1434.60249) Full Text: DOI Euclid OpenURL
Le Jan, Yves Brownian winding fields. (English) Zbl 1451.82018 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 487-492 (2019). MSC: 82B41 82B20 60G60 60J65 PDF BibTeX XML Cite \textit{Y. Le Jan}, Lect. Notes Math. 2252, 487--492 (2019; Zbl 1451.82018) Full Text: DOI OpenURL
Féray, Valentin; Méliot, Pierre-Loïc; Nikeghbali, Ashkan Mod-\(\phi\) convergence. II: Estimates on the speed of convergence. (English) Zbl 1452.60031 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 405-477 (2019). MSC: 60G70 60K35 82C44 PDF BibTeX XML Cite \textit{V. Féray} et al., Lect. Notes Math. 2252, 405--477 (2019; Zbl 1452.60031) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. Dorogovtsev} and \textit{O. Izyumtseva}, Lith. Math. J. 59, No. 4, 519--534 (2019; Zbl 1456.60195) Full Text: DOI OpenURL
Alexander, Yotam; Eldan, Ronen Cone points of Brownian motion in arbitrary dimension. (English) Zbl 1448.60165 Ann. Probab. 47, No. 5, 3143-3169 (2019). MSC: 60J65 52A22 PDF BibTeX XML Cite \textit{Y. Alexander} and \textit{R. Eldan}, Ann. Probab. 47, No. 5, 3143--3169 (2019; Zbl 1448.60165) Full Text: DOI Euclid arXiv OpenURL
Aurzada, F.; Lifshits, M. A. The first exit time of fractional Brownian motion from a parabolic domain. (English) Zbl 07122193 Theory Probab. Appl. 64, No. 3, 490-497 (2019) and Teor. Veroyatn. Primen. 64, No. 3, 610-620 (2019). MSC: 60-XX 35-XX PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. A. Lifshits}, Theory Probab. Appl. 64, No. 3, 490--497 (2019; Zbl 07122193) Full Text: DOI OpenURL
Garofalo, Nicola Fractional thoughts. (English) Zbl 1423.35397 Danielli, Donatella (ed.) et al., New developments in the analysis of nonlocal operators. AMS special session, University of St. Thomas, Minneapolis, MN, USA, October 28–30, 2016. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 723, 1-135 (2019). MSC: 35R11 PDF BibTeX XML Cite \textit{N. Garofalo}, Contemp. Math. 723, 1--135 (2019; Zbl 1423.35397) Full Text: DOI arXiv OpenURL
Wilson, Daniel B.; Baker, Ruth E.; Woodhouse, Francis G. Displacement of transport processes on networked topologies. (English) Zbl 1426.82060 SIAM J. Appl. Math. 79, No. 5, 1892-1915 (2019). MSC: 82C70 60J65 60J27 35R02 60G22 PDF BibTeX XML Cite \textit{D. B. Wilson} et al., SIAM J. Appl. Math. 79, No. 5, 1892--1915 (2019; Zbl 1426.82060) Full Text: DOI arXiv OpenURL
Dal Borgo, Martina; Méliot, Pierre-Loïc; Nikeghbali, Ashkan Local limit theorems and mod-\(\phi\) convergence. (English) Zbl 1418.82008 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 817-853 (2019). MSC: 82C44 60K35 60G70 PDF BibTeX XML Cite \textit{M. Dal Borgo} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 817--853 (2019; Zbl 1418.82008) Full Text: Link arXiv OpenURL
Rahal, Belgacem; Zaidi, Cherif On the classification of stable solutions of the fractional equation. (English) Zbl 1414.35079 Potential Anal. 50, No. 4, 565-579 (2019). MSC: 35J60 35R11 35A01 PDF BibTeX XML Cite \textit{B. Rahal} and \textit{C. Zaidi}, Potential Anal. 50, No. 4, 565--579 (2019; Zbl 1414.35079) Full Text: DOI OpenURL
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias On the asymptotic normality of adaptive multilevel splitting. (English) Zbl 1412.82029 SIAM/ASA J. Uncertain. Quantif. 7, 1-30 (2019). MSC: 82C22 65C05 60K35 60J60 82C80 PDF BibTeX XML Cite \textit{F. Cérou} et al., SIAM/ASA J. Uncertain. Quantif. 7, 1--30 (2019; Zbl 1412.82029) Full Text: DOI arXiv OpenURL
Mazzolo, Alain Sweetest taboo processes. (English) Zbl 1457.82380 J. Stat. Mech. Theory Exp. 2018, No. 7, Article ID 073204, 41 p. (2018). MSC: 82C70 60J65 PDF BibTeX XML Cite \textit{A. Mazzolo}, J. Stat. Mech. Theory Exp. 2018, No. 7, Article ID 073204, 41 p. (2018; Zbl 1457.82380) Full Text: DOI OpenURL
Jedidi, Wissem; Vakeroudis, Stavros Windings of planar processes, exponential functionals and Asian options. (English) Zbl 1444.60038 Adv. Appl. Probab. 50, No. 3, 726-742 (2018). MSC: 60G51 60E07 60J65 60F05 60G40 91G80 PDF BibTeX XML Cite \textit{W. Jedidi} and \textit{S. Vakeroudis}, Adv. Appl. Probab. 50, No. 3, 726--742 (2018; Zbl 1444.60038) Full Text: DOI OpenURL
Kyprianou, Andreas E.; Vakeroudis, Stavros M. Stable windings at the origin. (English) Zbl 1417.60030 Stochastic Processes Appl. 128, No. 12, 4309-4325 (2018). MSC: 60G18 60G15 60G52 PDF BibTeX XML Cite \textit{A. E. Kyprianou} and \textit{S. M. Vakeroudis}, Stochastic Processes Appl. 128, No. 12, 4309--4325 (2018; Zbl 1417.60030) Full Text: DOI OpenURL
Buckley, Jeremiah; Feldheim, Naomi The winding of stationary Gaussian processes. (English) Zbl 1408.60027 Probab. Theory Relat. Fields 172, No. 1-2, 583-614 (2018). MSC: 60G15 60G10 PDF BibTeX XML Cite \textit{J. Buckley} and \textit{N. Feldheim}, Probab. Theory Relat. Fields 172, No. 1--2, 583--614 (2018; Zbl 1408.60027) Full Text: DOI arXiv OpenURL
van de Brug, Tim; Camia, Federico; Lis, Marcin Spin systems from loop soups. (English) Zbl 1400.82107 Electron. J. Probab. 23, Paper No. 81, 17 p. (2018). MSC: 82B41 82B20 60G60 60G18 60J65 81T40 60J70 PDF BibTeX XML Cite \textit{T. van de Brug} et al., Electron. J. Probab. 23, Paper No. 81, 17 p. (2018; Zbl 1400.82107) Full Text: DOI Euclid arXiv OpenURL
Narros, A.; Owczarek, A. L.; Prellberg, T. Anomalous polymer collapse winding angle distributions. (English) Zbl 1391.82057 J. Phys. A, Math. Theor. 51, No. 11, Article ID 114001, 9 p. (2018). MSC: 82D60 82B27 82B41 PDF BibTeX XML Cite \textit{A. Narros} et al., J. Phys. A, Math. Theor. 51, No. 11, Article ID 114001, 9 p. (2018; Zbl 1391.82057) Full Text: DOI OpenURL
Shiozawa, Yuichi Bottom crossing probability for symmetric jump processes. (English) Zbl 1381.60114 Math. Z. 287, No. 3-4, 1355-1376 (2017). Reviewer: Sophia L. Kalpazidou (Thessaloniki) MSC: 60J75 31C25 PDF BibTeX XML Cite \textit{Y. Shiozawa}, Math. Z. 287, No. 3--4, 1355--1376 (2017; Zbl 1381.60114) Full Text: DOI OpenURL
Dávila, Juan; Dupaigne, Louis; Wei, Juncheng On the fractional Lane-Emden equation. (English) Zbl 06730678 Trans. Am. Math. Soc. 369, No. 9, 6087-6104 (2017). MSC: 35B65 35J25 35S10 PDF BibTeX XML Cite \textit{J. Dávila} et al., Trans. Am. Math. Soc. 369, No. 9, 6087--6104 (2017; Zbl 06730678) Full Text: DOI OpenURL
Kulczycki, Tadeusz On concavity of solutions of the Dirichlet problem for the equation \((-\Delta)^{1/2} \varphi = 1\) in convex planar regions. (English) Zbl 1365.35211 J. Eur. Math. Soc. (JEMS) 19, No. 5, 1361-1420 (2017). MSC: 35R11 35S15 35E10 35A16 PDF BibTeX XML Cite \textit{T. Kulczycki}, J. Eur. Math. Soc. (JEMS) 19, No. 5, 1361--1420 (2017; Zbl 1365.35211) Full Text: DOI OpenURL
Kwaśnicki, Mateusz Ten equivalent definitions of the fractional Laplace operator. (English) Zbl 1375.47038 Fract. Calc. Appl. Anal. 20, No. 1, 7-51 (2017). MSC: 47G30 35S05 60J35 PDF BibTeX XML Cite \textit{M. Kwaśnicki}, Fract. Calc. Appl. Anal. 20, No. 1, 7--51 (2017; Zbl 1375.47038) Full Text: DOI arXiv OpenURL
Shiozawa, Yuichi; Wang, Jian Rate functions for symmetric Markov processes via heat kernel. (English) Zbl 1365.60069 Potential Anal. 46, No. 1, 23-53 (2017). Reviewer: Alexander Schnurr (Siegen) MSC: 60J25 60G51 60G52 60J75 60F20 PDF BibTeX XML Cite \textit{Y. Shiozawa} and \textit{J. Wang}, Potential Anal. 46, No. 1, 23--53 (2017; Zbl 1365.60069) Full Text: DOI arXiv OpenURL
Watanabe, Toshiro Escape rates for multidimensional shift self-similar additive sequences. (English) Zbl 1354.60040 J. Theor. Probab. 29, No. 3, 896-921 (2016). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G18 60G10 60G51 60F15 60J65 60G52 PDF BibTeX XML Cite \textit{T. Watanabe}, J. Theor. Probab. 29, No. 3, 896--921 (2016; Zbl 1354.60040) Full Text: DOI OpenURL
Fazly, Mostafa; Wei, Juncheng On stable solutions of the fractional Hénon-Lane-Emden equation. (English) Zbl 1344.35163 Commun. Contemp. Math. 18, No. 5, Article ID 1650005, 24 p. (2016). MSC: 35R11 35B08 35J61 35J30 35J70 35B65 PDF BibTeX XML Cite \textit{M. Fazly} and \textit{J. Wei}, Commun. Contemp. Math. 18, No. 5, Article ID 1650005, 24 p. (2016; Zbl 1344.35163) Full Text: DOI arXiv OpenURL
Fu, James C.; Wu, Tung-Lung Boundary crossing probabilities for high-dimensional Brownian motion. (English) Zbl 1343.60125 J. Appl. Probab. 53, No. 2, 543-553 (2016). MSC: 60J65 60J10 60J22 60J60 60J70 65C40 PDF BibTeX XML Cite \textit{J. C. Fu} and \textit{T.-L. Wu}, J. Appl. Probab. 53, No. 2, 543--553 (2016; Zbl 1343.60125) Full Text: DOI Euclid OpenURL
Tzirakis, Konstantinos Sharp trace Hardy-Sobolev inequalities and fractional Hardy-Sobolev inequalities. (English) Zbl 1356.46032 J. Funct. Anal. 270, No. 12, 4513-4539 (2016). MSC: 46E35 35R11 PDF BibTeX XML Cite \textit{K. Tzirakis}, J. Funct. Anal. 270, No. 12, 4513--4539 (2016; Zbl 1356.46032) Full Text: DOI OpenURL
Comtet, Alain; Tourigny, Yves Explicit formulae in probability and in statistical physics. (English) Zbl 1334.60217 Donati-Martin, Catherine (ed) et al., Séminaire de Probabilités XLVII. Cham: Springer (ISBN 978-3-319-18584-2/pbk; 978-3-319-18585-9/ebook). Lecture Notes in Mathematics 2137. Séminaire de Probabilités, 505-519 (2015). MSC: 60K40 PDF BibTeX XML Cite \textit{A. Comtet} and \textit{Y. Tourigny}, Lect. Notes Math. 2137, 505--519 (2015; Zbl 1334.60217) Full Text: DOI arXiv OpenURL
Uchiyama, Kôhei Asymptotics of the densities of the first passage time distributions for Bessel diffusions. (English) Zbl 1330.60100 Trans. Am. Math. Soc. 367, No. 4, 2719-2742 (2015). Reviewer: P. R. C. Ruffino (Campinas) MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{K. Uchiyama}, Trans. Am. Math. Soc. 367, No. 4, 2719--2742 (2015; Zbl 1330.60100) Full Text: DOI arXiv OpenURL
Brassesco, Stella; García Pire, Silvana C. On the density of the winding number of planar Brownian motion. (English) Zbl 1310.60115 J. Theor. Probab. 27, No. 3, 899-914 (2014). MSC: 60J65 60J60 58J65 PDF BibTeX XML Cite \textit{S. Brassesco} and \textit{S. C. García Pire}, J. Theor. Probab. 27, No. 3, 899--914 (2014; Zbl 1310.60115) Full Text: DOI arXiv OpenURL
MacPhee, Iain M.; Menshikov, Mikhail V.; Wade, Andrew R. Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts. (English) Zbl 1314.60094 J. Theor. Probab. 26, No. 1, 1-30 (2013). MSC: 60G50 60G40 60J10 PDF BibTeX XML Cite \textit{I. M. MacPhee} et al., J. Theor. Probab. 26, No. 1, 1--30 (2013; Zbl 1314.60094) Full Text: DOI arXiv OpenURL
Vakeroudis, Stavros; Yor, Marc Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion. (English) Zbl 1294.60103 Bernoulli 19, No. 5A, 2000-2009 (2013). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J65 60G51 PDF BibTeX XML Cite \textit{S. Vakeroudis} and \textit{M. Yor}, Bernoulli 19, No. 5A, 2000--2009 (2013; Zbl 1294.60103) Full Text: DOI arXiv OpenURL
Vakeroudis, Stavros Bougerol’s identity in law and extensions. (English) Zbl 1278.60125 Probab. Surv. 9, 411-437 (2012). MSC: 60J65 60J60 60-02 60G07 60G15 60J25 60G46 60E10 60J55 30C80 44A10 PDF BibTeX XML Cite \textit{S. Vakeroudis}, Probab. Surv. 9, 411--437 (2012; Zbl 1278.60125) Full Text: DOI Euclid OpenURL
DeBlassie, Dante Brownian motion in a quasi-cone. (English) Zbl 1259.60095 Probab. Theory Relat. Fields 154, No. 1-2, 127-148 (2012). MSC: 60J65 60J55 PDF BibTeX XML Cite \textit{D. DeBlassie}, Probab. Theory Relat. Fields 154, No. 1--2, 127--148 (2012; Zbl 1259.60095) Full Text: DOI OpenURL
Uchiyama, Kôhei Asymptotic estimates of the distribution of Brownian hitting time of a disc. (English) Zbl 1255.60147 J. Theor. Probab. 25, No. 2, 450-463 (2012); erratum ibid. 25, No. 3, 910-911 (2012). Reviewer: Kun Soo Chang (Seoul) MSC: 60J65 PDF BibTeX XML Cite \textit{K. Uchiyama}, J. Theor. Probab. 25, No. 2, 450--463 (2012; Zbl 1255.60147) Full Text: DOI OpenURL
Lefebvre, Mario Similarity solutions of partial differential equations in probability. (English) Zbl 1231.60083 J. Probab. Stat. 2011, Article ID 689427, 13 p. (2011). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{M. Lefebvre}, J. Probab. Stat. 2011, Article ID 689427, 13 p. (2011; Zbl 1231.60083) Full Text: DOI OpenURL
Vakeroudis, S.; Yor, M.; Holcman, D. The mean first rotation time of a planar polymer. (English) Zbl 1221.82159 J. Stat. Phys. 143, No. 6, 1074-1095 (2011). MSC: 82D60 PDF BibTeX XML Cite \textit{S. Vakeroudis} et al., J. Stat. Phys. 143, No. 6, 1074--1095 (2011; Zbl 1221.82159) Full Text: DOI arXiv OpenURL
Schapira, Bruno; Young, Robert Windings of planar random walks and averaged Dehn function. (English. French summary) Zbl 1397.60083 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 1, 130-147 (2011). MSC: 60G50 52C45 60D05 PDF BibTeX XML Cite \textit{B. Schapira} and \textit{R. Young}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 1, 130--147 (2011; Zbl 1397.60083) Full Text: DOI EuDML OpenURL
Blath, Jochen; Döring, Leif; Etheridge, Alison On the moments and the interface of the symbiotic branching model. (English) Zbl 1219.60082 Ann. Probab. 39, No. 1, 252-290 (2011). Reviewer: Valentin Topchii (Omsk) MSC: 60K35 60J80 PDF BibTeX XML Cite \textit{J. Blath} et al., Ann. Probab. 39, No. 1, 252--290 (2011; Zbl 1219.60082) Full Text: DOI arXiv OpenURL
Le Doussal, Pierre; Etzioni, Yoav; Horovitz, Baruch Winding of planar Gaussian processes. (English) Zbl 1459.82107 J. Stat. Mech. Theory Exp. 2009, No. 7, Article ID P07012, 15 p. (2009). MSC: 82B41 60J65 PDF BibTeX XML Cite \textit{P. Le Doussal} et al., J. Stat. Mech. Theory Exp. 2009, No. 7, Article ID P07012, 15 p. (2009; Zbl 1459.82107) Full Text: DOI OpenURL
Roynette, Bernard; Vallois, Pierre; Yor, Marc Penalisations of multidimensional Brownian motion. VI. (English) Zbl 1189.60069 ESAIM, Probab. Stat. 13, 152-180 (2009). Reviewer: Pavel Gapeev (London) MSC: 60F17 60F99 60G44 60H20 60J60 PDF BibTeX XML Cite \textit{B. Roynette} et al., ESAIM, Probab. Stat. 13, 152--180 (2009; Zbl 1189.60069) Full Text: DOI EuDML OpenURL
Véber, Amandine Quenched convergence of a sequence of superprocesses in \(\mathbb R^d\) among Poissonian obstacles. (English) Zbl 1170.60334 Stochastic Processes Appl. 119, No. 8, 2598-2624 (2009). MSC: 60K37 60J80 60B10 60J65 PDF BibTeX XML Cite \textit{A. Véber}, Stochastic Processes Appl. 119, No. 8, 2598--2624 (2009; Zbl 1170.60334) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{J. Pitman} and \textit{M. Yor}, Jpn. J. Math. (3) 2, No. 1, 83--96 (2007; Zbl 1156.60066) Full Text: DOI OpenURL
Roynette, B.; Vallois, P.; Yor, M. Some penalisations of the Wiener measure. (English) Zbl 1160.60315 Jpn. J. Math. (3) 1, No. 1, 263-290 (2006). Reviewer: Pavel Gapeev (London) MSC: 60F17 60F99 60G44 60H20 60J60 PDF BibTeX XML Cite \textit{B. Roynette} et al., Jpn. J. Math. (3) 1, No. 1, 263--290 (2006; Zbl 1160.60315) Full Text: DOI OpenURL
Baudoin, Fabrice; Nualart, David Notes on the two-dimensional fractional Brownian motion. (English) Zbl 1093.60016 Ann. Probab. 34, No. 1, 159-180 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60F15 60G18 60H05 PDF BibTeX XML Cite \textit{F. Baudoin} and \textit{D. Nualart}, Ann. Probab. 34, No. 1, 159--180 (2006; Zbl 1093.60016) Full Text: DOI arXiv OpenURL
Fernholz, Robert; Karatzas, Ioannis Relative arbitrage in volatility-stabilized markets. (English) Zbl 1233.91244 Ann. Finance 1, No. 2, 149-177 (2005). MSC: 91G10 91G80 91B24 PDF BibTeX XML Cite \textit{R. Fernholz} and \textit{I. Karatzas}, Ann. Finance 1, No. 2, 149--177 (2005; Zbl 1233.91244) Full Text: DOI OpenURL
Doumerc, Yan; O’Connell, Neil Exit problems associated with finite reflection groups. (English) Zbl 1087.60061 Probab. Theory Relat. Fields 132, No. 4, 501-538 (2005). Reviewer: Erich W. Ellers (Toronto) MSC: 60J65 20F55 PDF BibTeX XML Cite \textit{Y. Doumerc} and \textit{N. O'Connell}, Probab. Theory Relat. Fields 132, No. 4, 501--538 (2005; Zbl 1087.60061) Full Text: DOI OpenURL
Bañuelos, Rodrigo; Carroll, Tom Sharp integrability for Brownian motion in parabola-shaped regions. (English) Zbl 1061.60082 J. Funct. Anal. 218, No. 1, 219-253 (2005). Reviewer: Kun Soo Chang (Seoul) MSC: 60J65 PDF BibTeX XML Cite \textit{R. Bañuelos} and \textit{T. Carroll}, J. Funct. Anal. 218, No. 1, 219--253 (2005; Zbl 1061.60082) Full Text: DOI OpenURL
DeBlassie, Dante; Smits, Robert Brownian motion in twisted domains. (English) Zbl 1061.60084 Trans. Am. Math. Soc. 357, No. 3, 1245-1274 (2005). Reviewer: René L. Schilling (Marburg) MSC: 60J65 60J50 60F10 30C20 PDF BibTeX XML Cite \textit{D. DeBlassie} and \textit{R. Smits}, Trans. Am. Math. Soc. 357, No. 3, 1245--1274 (2005; Zbl 1061.60084) Full Text: DOI OpenURL
Li, Wenbo V. The first exit time of a Brownian motion from an unbounded convex domain. (English) Zbl 1030.60032 Ann. Probab. 31, No. 2, 1078-1096 (2003). Reviewer: I.C.Vladimirescu (Craiova) MSC: 60G40 60J65 PDF BibTeX XML Cite \textit{W. V. Li}, Ann. Probab. 31, No. 2, 1078--1096 (2003; Zbl 1030.60032) Full Text: DOI OpenURL
Dalang, Robert C.; Mountford, T. Eccentric behaviors of the Brownian sheet along lines. (English) Zbl 1019.60047 Ann. Probab. 30, No. 1, 293-322 (2002). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G60 28A80 60G15 PDF BibTeX XML Cite \textit{R. C. Dalang} and \textit{T. Mountford}, Ann. Probab. 30, No. 1, 293--322 (2002; Zbl 1019.60047) Full Text: DOI OpenURL
Pinsky, Ross G. Asymptotics for the heat equation in the exterior of a shrinking compact set in the plane via Brownian hitting times. (English) Zbl 0991.35012 Proc. Am. Math. Soc. 130, No. 6, 1673-1679 (2002). Reviewer: Stanislaw Wedrychowicz (Rzeszów) MSC: 35B40 60J65 35K05 PDF BibTeX XML Cite \textit{R. G. Pinsky}, Proc. Am. Math. Soc. 130, No. 6, 1673--1679 (2002; Zbl 0991.35012) Full Text: DOI OpenURL
Bañuelos, Rodrigo; DeBlassie, R. Dante; Smits, Robert The first exit time of planar Brownian motion from the interior of a parabola. (English) Zbl 1013.60060 Ann. Probab. 29, No. 2, 882-901 (2001). MSC: 60J65 60F10 60J50 PDF BibTeX XML Cite \textit{R. Bañuelos} et al., Ann. Probab. 29, No. 2, 882--901 (2001; Zbl 1013.60060) Full Text: DOI OpenURL
Csáki, Endre; Khoshnevisan, Davar; Shi, Zhan Boundary crossings and the distribution function of the maximum of Brownian sheet. (English) Zbl 1046.60048 Stochastic Processes Appl. 90, No. 1, 1-18 (2000). MSC: 60G60 60G17 PDF BibTeX XML Cite \textit{E. Csáki} et al., Stochastic Processes Appl. 90, No. 1, 1--18 (2000; Zbl 1046.60048) Full Text: DOI OpenURL
Khoshnevisan, Davar; Shi, Zhan Brownian sheet and capacity. (English) Zbl 0962.60066 Ann. Probab. 27, No. 3, 1135-1159 (1999). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 60G60 31C15 60H07 60G17 47D07 PDF BibTeX XML Cite \textit{D. Khoshnevisan} and \textit{Z. Shi}, Ann. Probab. 27, No. 3, 1135--1159 (1999; Zbl 0962.60066) Full Text: DOI OpenURL
Shi, Zhan Windings of Brownian motion and random walks in the plane. (English) Zbl 0938.60073 Ann. Probab. 26, No. 1, 112-131 (1998). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60J65 60G50 60F15 PDF BibTeX XML Cite \textit{Z. Shi}, Ann. Probab. 26, No. 1, 112--131 (1998; Zbl 0938.60073) Full Text: DOI OpenURL
Albeverio, Sergio; Kolokoltsov, Vassily N. The rate of escape for some Gaussian processes and the scattering theory for their small perturbations. (English) Zbl 0890.60051 Stochastic Processes Appl. 67, No. 2, 139-159 (1997). Reviewer: Jan Seidler (Praha) MSC: 60H10 60H15 60J60 PDF BibTeX XML Cite \textit{S. Albeverio} and \textit{V. N. Kolokoltsov}, Stochastic Processes Appl. 67, No. 2, 139--159 (1997; Zbl 0890.60051) Full Text: DOI OpenURL
Dorofeev, Eugene A. The law of iterated logarithm for one winding functional. (English) Zbl 1002.60527 Stat. Probab. Lett. 36, No. 3, 213-218 (1997). MSC: 60F15 60J65 PDF BibTeX XML Cite \textit{E. A. Dorofeev}, Stat. Probab. Lett. 36, No. 3, 213--218 (1997; Zbl 1002.60527) Full Text: DOI OpenURL
Lefebvre, Mario Similarity solutions of first-passage problems for two-dimensional Wiener processes. (English) Zbl 0868.60067 Stat. Probab. Lett. 29, No. 2, 185-189 (1996). Reviewer: Gong Guanglu (Beijing) MSC: 60J70 60J60 PDF BibTeX XML Cite \textit{M. Lefebvre}, Stat. Probab. Lett. 29, No. 2, 185--189 (1996; Zbl 0868.60067) Full Text: DOI OpenURL
Franchi, J.; Le Jan, Yves Brownian charges around loops. (English) Zbl 0842.60081 Probab. Theory Relat. Fields 104, No. 4, 501-514 (1996). Reviewer: J.Franchi (Paris) MSC: 60J65 60H05 60F05 PDF BibTeX XML Cite \textit{J. Franchi} and \textit{Y. Le Jan}, Probab. Theory Relat. Fields 104, No. 4, 501--514 (1996; Zbl 0842.60081) Full Text: DOI OpenURL
Dorofeev, E. A. Upper and lower functions of plane Brownian angles. (English. Russian original) Zbl 0931.60023 J. Math. Sci., New York 93, No. 3, 321-335 (1999); translation from Zap. Nauchn. Semin. POMI 228, 111-134 (1996). Reviewer: Valeriy Koval’ (Shytomyr) MSC: 60G15 60G17 60J55 60J65 PDF BibTeX XML Cite \textit{E. A. Dorofeev}, J. Math. Sci., New York 93, No. 3, 1 (1996; Zbl 0931.60023); translation from Zap. Nauchn. Semin. POMI 228, 111--134 (1996) Full Text: DOI OpenURL
Franchi, J. Asymptotic singular windings of ergodic diffusions. (English) Zbl 0863.58072 Stochastic Processes Appl. 62, No. 2, 277-298 (1996). MSC: 58J65 60J60 PDF BibTeX XML Cite \textit{J. Franchi}, Stochastic Processes Appl. 62, No. 2, 277--298 (1996; Zbl 0863.58072) Full Text: DOI OpenURL
Hu, Y.; Shi, Z. Sojourns and future infima of planar Brownian motion. (English) Zbl 0833.60084 Probab. Theory Relat. Fields 103, No. 3, 329-348 (1995). MSC: 60J65 60G17 60F15 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{Z. Shi}, Probab. Theory Relat. Fields 103, No. 3, 329--348 (1995; Zbl 0833.60084) Full Text: DOI OpenURL
Franchi, J. Asymptotic windings of Brownian motion around the windings in a compact Riemannian variety of dimension 3. (Enroulements asymptotiques du mouvement brownien autour de lacets dans une variété riemannienne compacte de dimension 3.) (French) Zbl 0810.60048 Stochastic Processes Appl. 52, No. 2, 251-272 (1994). Reviewer: J.Picard (Aubière) MSC: 60H05 60F05 53C65 PDF BibTeX XML Cite \textit{J. Franchi}, Stochastic Processes Appl. 52, No. 2, 251--272 (1994; Zbl 0810.60048) Full Text: DOI OpenURL
Werner, Wendelin On the points around which the planar Brownian motion winds frequently. (Sur les points autour desquels le mouvement brownien plan tourne beaucoup.) (French) Zbl 0799.60074 Probab. Theory Relat. Fields 99, No. 1, 111-144 (1994). Reviewer: W.Werner (Paris) MSC: 60J65 PDF BibTeX XML Cite \textit{W. Werner}, Probab. Theory Relat. Fields 99, No. 1, 111--144 (1994; Zbl 0799.60074) Full Text: DOI OpenURL
Vallois, Pierre A diffusion process stopped at the first time its amplitude reaches a fixed level. (Diffusion arrêtée au premier instant où l’amplitude atteint un niveau donné.) (French) Zbl 0808.60069 Stochastics Stochastics Rep. 43, No. 1-2, 93-115 (1993). Reviewer: M.Kohlmann (Bonn) MSC: 60J60 PDF BibTeX XML Cite \textit{P. Vallois}, Stochastics Stochastics Rep. 43, No. 1--2, 93--115 (1993; Zbl 0808.60069) Full Text: DOI OpenURL
Yor, Marc From planar Brownian windings to Asian options. (English) Zbl 0792.60074 Insur. Math. Econ. 13, No. 1, 23-34 (1993). Reviewer: M.Scheutzow (Berlin) MSC: 60J65 60H30 PDF BibTeX XML Cite \textit{M. Yor}, Insur. Math. Econ. 13, No. 1, 23--34 (1993; Zbl 0792.60074) Full Text: DOI OpenURL
Guivarc’h, Yves; Le Jan, Yves Asymptotic winding of the geodesic flow on modular surfaces and continuous fractions. (English) Zbl 0784.60076 Ann. Sci. Éc. Norm. Supér. (4) 26, No. 1, 23-50 (1993). Reviewer: Yu.N.Bibikov (St.Peterburg) MSC: 60J65 58J65 PDF BibTeX XML Cite \textit{Y. Guivarc'h} and \textit{Y. Le Jan}, Ann. Sci. Éc. Norm. Supér. (4) 26, No. 1, 23--50 (1993; Zbl 0784.60076) Full Text: DOI Numdam EuDML OpenURL
O’Connell, Neil; Unwin, Antony Collision times and exit times from cones: A duality. (English) Zbl 0765.60083 Stochastic Processes Appl. 43, No. 2, 291-301 (1992). Reviewer: W.Weil (Karlsruhe) MSC: 60J65 60G40 60D05 PDF BibTeX XML Cite \textit{N. O'Connell} and \textit{A. Unwin}, Stochastic Processes Appl. 43, No. 2, 291--301 (1992; Zbl 0765.60083) Full Text: DOI OpenURL
Albin, J. M. P. On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space. (English) Zbl 0778.60022 Stochastic Processes Appl. 41, No. 1, 1-31 (1992). Reviewer: I.S.Borisov (Novosibirsk) MSC: 60F15 60F20 60G10 60G15 PDF BibTeX XML Cite \textit{J. M. P. Albin}, Stochastic Processes Appl. 41, No. 1, 1--31 (1992; Zbl 0778.60022) Full Text: DOI OpenURL
Révész, P. Black holes on the plane drawn by a Wiener process. (English) Zbl 0767.60085 Probab. Theory Relat. Fields 93, No. 1, 21-37 (1992). MSC: 60J65 60F15 PDF BibTeX XML Cite \textit{P. Révész}, Probab. Theory Relat. Fields 93, No. 1, 21--37 (1992; Zbl 0767.60085) Full Text: DOI OpenURL
Anderson, J. M.; Housworth, E. A.; Pitt, L. D. The spectral theory of multiplication operators and recurrence properties for nondifferentiable functions in the Zygmund class \(\Lambda_ a^{*}\). (English) Zbl 0760.30013 Mathematika 39, No. 1, 136-151 (1992). Reviewer: M.Vuorinen (Helsinki) MSC: 30D40 PDF BibTeX XML Cite \textit{J. M. Anderson} et al., Mathematika 39, No. 1, 136--151 (1992; Zbl 0760.30013) Full Text: DOI OpenURL
Strichartz, Robert S. Harmonic analysis on constant curvature surfaces with point singularities. (English) Zbl 0726.43011 J. Funct. Anal. 91, No. 1, 37-116 (1990). Reviewer: K.Saka (Akita) MSC: 43A85 44A12 53C21 43A32 58C40 35K05 PDF BibTeX XML Cite \textit{R. S. Strichartz}, J. Funct. Anal. 91, No. 1, 37--116 (1990; Zbl 0726.43011) Full Text: DOI OpenURL
van den Berg, M.; Srisatkunarajah, S. Heat flow and Brownian motion for a region in \({\mathbb{R}}^ 2\) with a polygonal boundary. (English) Zbl 0682.60067 Probab. Theory Relat. Fields 86, No. 1, 41-52 (1990). MSC: 60J65 35K05 60J70 PDF BibTeX XML Cite \textit{M. van den Berg} and \textit{S. Srisatkunarajah}, Probab. Theory Relat. Fields 86, No. 1, 41--52 (1990; Zbl 0682.60067) Full Text: DOI OpenURL
Tongring, Nils Which sets contain multiple points of Brownian motion? (English) Zbl 0659.60114 Math. Proc. Camb. Philos. Soc. 103, No. 1, 181-187 (1988). Reviewer: N.Tongring MSC: 60J65 PDF BibTeX XML Cite \textit{N. Tongring}, Math. Proc. Camb. Philos. Soc. 103, No. 1, 181--187 (1988; Zbl 0659.60114) Full Text: DOI OpenURL
Perkins, Edwin A.; Taylor, S. James Uniform measure results for the image of subsets under Brownian motion. (English) Zbl 0613.60071 Probab. Theory Relat. Fields 76, 257-289 (1987). MSC: 60J65 PDF BibTeX XML Cite \textit{E. A. Perkins} and \textit{S. J. Taylor}, Probab. Theory Relat. Fields 76, 257--289 (1987; Zbl 0613.60071) Full Text: DOI OpenURL
Le Gall, Jean-François Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes). (French) Zbl 0611.60076 Probab. Theory Relat. Fields 76, 587-627 (1987). MSC: 60J65 60E07 PDF BibTeX XML Cite \textit{J.-F. Le Gall}, Probab. Theory Relat. Fields 76, 587--627 (1987; Zbl 0611.60076) Full Text: DOI OpenURL
Le Gall, J. F.; Yor, M. Etude asymptotique des enlacements du mouvement Brownien autour des droites de l’espace. (French) Zbl 0594.60083 Probab. Theory Relat. Fields 74, 617-635 (1987). MSC: 60J65 PDF BibTeX XML Cite \textit{J. F. Le Gall} and \textit{M. Yor}, Probab. Theory Relat. Fields 74, 617--635 (1987; Zbl 0594.60083) Full Text: DOI OpenURL
Le Gall, J.-F. Propriétés d’intersection des marches aléatoires. I: Convergence vers le temps local d’intersection. (Properties of intersection of random walks. I: Convergence to local time intersection). (French) Zbl 0609.60078 Commun. Math. Phys. 104, 471-507 (1986). MSC: 60G50 60J55 PDF BibTeX XML Cite \textit{J. F. Le Gall}, Commun. Math. Phys. 104, 471--507 (1986; Zbl 0609.60078) Full Text: DOI OpenURL
Le Gall, J. F.; Yor, M. Étude asymptotique de certains mouvements browniens complexes avec drift. (French) Zbl 0579.60077 Probab. Theory Relat. Fields 71, 183-229 (1986). MSC: 60J60 60J65 60G17 60H10 PDF BibTeX XML Cite \textit{J. F. Le Gall} and \textit{M. Yor}, Probab. Theory Relat. Fields 71, 183--229 (1986; Zbl 0579.60077) Full Text: DOI OpenURL
Pitman, J. W.; Yor, M. The asymptotic joint distribution of windings of planar Brownian motion. (English) Zbl 0535.60073 Bull. Am. Math. Soc., New Ser. 10, 109-111 (1984). Reviewer: B.Grigelionis MSC: 60J65 60J55 PDF BibTeX XML Cite \textit{J. W. Pitman} and \textit{M. Yor}, Bull. Am. Math. Soc., New Ser. 10, 109--111 (1984; Zbl 0535.60073) Full Text: DOI OpenURL
McConnell, Terry R. Exit times of N-dimensional random walks. (English) Zbl 0535.60058 Z. Wahrscheinlichkeitstheor. Verw. Geb. 67, 213-233 (1984). MSC: 60G50 60G40 60J65 PDF BibTeX XML Cite \textit{T. R. McConnell}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 67, 213--233 (1984; Zbl 0535.60058) Full Text: DOI OpenURL
Dynkin, E. B.; Vanderbei, R. J. Stochastic waves. (English) Zbl 0513.60072 Trans. Am. Math. Soc. 275, 771-779 (1983). MSC: 60J35 60J25 60J60 35J25 PDF BibTeX XML Cite \textit{E. B. Dynkin} and \textit{R. J. Vanderbei}, Trans. Am. Math. Soc. 275, 771--779 (1983; Zbl 0513.60072) Full Text: DOI OpenURL
Gallardo, Léonard Vitesse de fuite et comportement asymptotique du mouvement brownien sur les groupes nilpotents. (French) Zbl 0491.60011 Ann. Sci. Univ. Clermont-Ferrand II, Math. 19, 191-196 (1981). MSC: 60B15 60J65 60F15 60J60 PDF BibTeX XML Cite \textit{L. Gallardo}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 69(19), 191--196 (1981; Zbl 0491.60011) Full Text: Numdam EuDML OpenURL
Yor, Marc Loi de l’indice du lacet Brownien, et distribution de Hartman-Watson. (French) Zbl 0436.60057 Z. Wahrscheinlichkeitstheor. Verw. Geb. 53, 71-85 (1980). MSC: 60J65 60H05 33C10 60G44 PDF BibTeX XML Cite \textit{M. Yor}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 53, 71--85 (1980; Zbl 0436.60057) Full Text: DOI OpenURL
Silverstein, Martin L. On the closability of Dirichlet forms. (English) Zbl 0408.31002 Z. Wahrscheinlichkeitstheor. Verw. Geb. 51, 185-200 (1980). MSC: 31A99 PDF BibTeX XML Cite \textit{M. L. Silverstein}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 51, 185--200 (1980; Zbl 0408.31002) Full Text: DOI OpenURL
Monrad, Ditlev; Silverstein, Martin L. Stable processes: Sample function growth at a local minimum. (English) Zbl 0431.60041 Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 177-210 (1979). MSC: 60G17 60G50 60J99 PDF BibTeX XML Cite \textit{D. Monrad} and \textit{M. L. Silverstein}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 177--210 (1979; Zbl 0431.60041) Full Text: DOI OpenURL
Wichura, Michael J. On the probability of a symmetric stable process crossing a bottom outer boundary. (English) Zbl 0381.60024 Z. Wahrscheinlichkeitstheor. Verw. Geb. 47, 195-203 (1979). MSC: 60F10 60F15 60J99 60J65 PDF BibTeX XML Cite \textit{M. J. Wichura}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 47, 195--203 (1979; Zbl 0381.60024) Full Text: DOI OpenURL
Yor, Marc Formule de Cauchy rélative à certains lacets browniens. (French) Zbl 0375.60068 Bull. Soc. Math. Fr. 105, 3-31 (1977). MSC: 60H05 PDF BibTeX XML Cite \textit{M. Yor}, Bull. Soc. Math. Fr. 105, 3--31 (1977; Zbl 0375.60068) Full Text: DOI Numdam EuDML OpenURL
Kono, Norio Sur la minoration asymptotique et le caractère transitoire des trajectoires des fonctions aléatoires gaussiennes à valeurs dans \(R^d\). (French) Zbl 0322.60036 Z. Wahrscheinlichkeitstheor. Verw. Geb. 33, 95-112 (1975). MSC: 60G15 60G17 PDF BibTeX XML Cite \textit{N. Kono}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 33, 95--112 (1975; Zbl 0322.60036) Full Text: DOI OpenURL
Taylor, Samuel J. Regularity of irregularities on a Brownian path. (English) Zbl 0262.60059 Ann. Inst. Fourier 24, No. 2, 195-203 (1974). MSC: 60J65 PDF BibTeX XML Cite \textit{S. J. Taylor}, Ann. Inst. Fourier 24, No. 2, 195--203 (1974; Zbl 0262.60059) Full Text: DOI Numdam EuDML OpenURL
Port, S. C. Hitting times and potentials for recurrent stable processes. (English) Zbl 0157.24702 J. Anal. Math. 20, 371-395 (1967). PDF BibTeX XML Cite \textit{S. C. Port}, J. Anal. Math. 20, 371--395 (1967; Zbl 0157.24702) Full Text: DOI OpenURL
Taylor, S. J. Multiple points for the sample paths of the symmetric stable process. (English) Zbl 0146.37905 Z. Wahrscheinlichkeitstheor. Verw. Geb. 5, 247-264 (1966). PDF BibTeX XML Cite \textit{S. J. Taylor}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 5, 247--264 (1966; Zbl 0146.37905) Full Text: DOI OpenURL
Ridler-Rowe, C. J. On first hitting times of some recurrent two-dimensional random walks. (English) Zbl 0139.34803 Z. Wahrscheinlichkeitstheor. Verw. Geb. 5, 187-201 (1966). PDF BibTeX XML Cite \textit{C. J. Ridler-Rowe}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 5, 187--201 (1966; Zbl 0139.34803) Full Text: DOI OpenURL
Takeuchi, Junji; Watanabe, Shinzô Spitzer’s test for the Cauchy process on the line. (English) Zbl 0146.38004 Z. Wahrscheinlichkeitstheor. Verw. Geb. 3, 204-210 (1964). PDF BibTeX XML Cite \textit{J. Takeuchi} and \textit{S. Watanabe}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 3, 204--210 (1964; Zbl 0146.38004) Full Text: DOI OpenURL
Dinges, H. Ein verallgemeinertes Spiegelungsprinzip für den Prozeß der Brownschen Bewegung. (German) Zbl 0112.09601 Z. Wahrscheinlichkeitstheor. Verw. Geb. 1, 177-196 (1962). PDF BibTeX XML Cite \textit{H. Dinges}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 1, 177--196 (1962; Zbl 0112.09601) Full Text: DOI OpenURL