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Found 41 Documents (Results 1–41)

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The behavior of the generator normalization factor in approximation of random processes. (English. Russian original) Zbl 1350.60073

Cybern. Syst. Anal. 52, No. 2, 305-311 (2016); translation from Kibern. Sist. Anal. 2016, No. 2, 147-153 (2016).
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The joint law of the extrema, final value and signature of a stopped random walk. (English) Zbl 1336.60088

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, 321-338 (2015).
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Penalisation of the standard random walk by a function of the one-sided maximum, of the local time, or of the duration of the excursions. (English) Zbl 1190.60035

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLII. Berlin: Springer (ISBN 978-3-642-01762-9/pbk; 978-3-642-01763-6/ebook). Lecture Notes in Mathematics 1979, 331-363 (2009).
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Diffusion on \(p\)-adic numbers. (English) Zbl 0826.46069

Itô, K. (ed.) et al., Gaussian random fields. Proceedings of the third Nagoya Lévy seminar, held in Nagoya, Japan, 15-20 August, 1990. Singapore: World Scientific. Ser. Probab. Stat. 1, 86-99 (1991).
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