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Found 19 Documents (Results 1–19)

Generalized arc-sine laws for one-dimensional diffusion processes and random walks. (English) Zbl 0824.60080

Cranston, Michael C. (ed.) et al., Stochastic analysis. Proceedings of the Summer Research Institute on stochastic analysis, held at Cornell University, Ithaca, NY, USA, July 11-30, 1993. Providence, RI: American Mathematical Society. Proc. Symp. Pure Math. 57, 157-172 (1995).
Reviewer: J.Bertoin (Paris)
MSC:  60J60 60J55
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Asymptotic expansion formulas of the Schilder type for a class of conditional Wiener functional integrations. (English) Zbl 0801.60020

Elworthy, K. D. (ed.) et al., Asymptotic problems in probability theory: Wiener functionals and asymptotics. Proceedings of the 26th Taniguchi international symposium, Sanda and Kyoto, Japan, August 31 - September 5, 1990. Harlow, Essex: Longman Scientific & Technical. Pitman Res. Notes Math. Ser. 284, 194-241 (1993).
MSC:  60F10 60H07
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Some refinement of conditional expectations on Wiener space by means of Malliavin calculus. (English) Zbl 0817.60064

Shiryaev, A. N. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 6th USSR-Japan symposium, Kiev, USSR, 5-10 August, 1991. Singapore: World Scientific. 414-421 (1992).
MSC:  60H07
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