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Found 151 Documents (Results 1–100)

Continuity of local time: an applied perspective. (English) Zbl 1354.60082

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 191-207 (2016).
MSC:  60J55 60J65 60J60
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On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point. (English. Russian original) Zbl 1350.60021

Ukr. Math. J. 67, No. 4, 564-583 (2015); translation from Ukr. Mat. Zh. 67, No. 4, 499-516 (2015).
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Intrinsic ultracontractivity and semi-small perturbation for skew product diffusion operators. (English) Zbl 1342.60134

Chen, Zhen-Qing (ed.) et al., Festschrift Masatoshi Fukushima. In Honor of Masatoshi Fukushima’s Sanju. Hackensack, NJ: World Scientific (ISBN 978-981-4596-52-7/hbk; 978-981-4596-54-1/ebook). Interdisciplinary Mathematical Sciences 17, 577-605 (2015).
MSC:  60J60 60J65 60J55
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Skew-product decomposition of planar Brownian motion and complementability. (English) Zbl 1390.60293

Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLVI. Cham: Springer (ISBN 978-3-319-11969-4/pbk; 978-3-319-11970-0/ebook). Lecture Notes in Mathematics 2123. Séminaire de Probabilités, 377-394 (2014).
MSC:  60J65 60H20
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Windings of planar stable processes. (English) Zbl 1290.60053

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 277-300 (2013).
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Limit behavior of symmetric random walks with a membrane. (English. Ukrainian original) Zbl 1284.60071

Theory Probab. Math. Stat. 85, 93-105 (2012); translation from Teor. Jmovirn. Mat. Stat. 85, 84-94 (2011).
MSC:  60F17 60J10
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Exact inequalities for the maximum of a skew Brownian motion. (English. Russian original) Zbl 1282.60081

Mosc. Univ. Math. Bull. 67, No. 4, 164-169 (2012); translation from Vestn. Mosk. Univ., Ser. I 67, No. 4, 26-31 (2012).
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On the distribution of time spent by a Markov chain at different levels until achieving a fixed state. (English. Russian original) Zbl 1247.60108

Theory Probab. Appl. 56, No. 1, 140-149 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 167-176 (2011).
MSC:  60J10 60J55 60F05
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