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Local time (mathematics)

  • The Distribution of Local Times of a Brownian Bridge

    The Distribution of Local Times of a Brownian Bridge

  • Probabilistic and Geometric Methods in Last Passage Percolation

    Probabilistic and Geometric Methods in Last Passage Percolation

  • Derivatives of Self-Intersection Local Times

    Derivatives of Self-Intersection Local Times

  • An Excursion Approach to Ray-Knight Theorems for Perturbed Brownian Motion

    An Excursion Approach to Ray-Knight Theorems for Perturbed Brownian Motion

  • Stochastic Analysis in Continuous Time

    Stochastic Analysis in Continuous Time

  • A Representation for Functionals of Superprocesses Via Particle Picture Raisa E

    A Representation for Functionals of Superprocesses Via Particle Picture Raisa E

  • Long Time Behaviour and Mean-Field Limit of Atlas Models Julien Reygner

    Long Time Behaviour and Mean-Field Limit of Atlas Models Julien Reygner

  • Gaussian Processes and the Local Times of Symmetric Lévy

    Gaussian Processes and the Local Times of Symmetric Lévy

  • The Distribution of Local Times of a Brownian Bridge Séminaire De Probabilités (Strasbourg), Tome 33 (1999), P

    The Distribution of Local Times of a Brownian Bridge Séminaire De Probabilités (Strasbourg), Tome 33 (1999), P

  • Continuity of Local Time: an Applied Perspective Arxiv:1503.04660V1

    Continuity of Local Time: an Applied Perspective Arxiv:1503.04660V1

  • Hidden Markov Model with Information Criteria Clustering and Extreme Learning Machine Regression for Wind Forecasting

    Hidden Markov Model with Information Criteria Clustering and Extreme Learning Machine Regression for Wind Forecasting

  • On the Path Structure of a Semimartingale Arisingfrom

    On the Path Structure of a Semimartingale Arisingfrom

  • Arxiv:2006.08307V1 [Q-Fin.TR] 15 Jun 2020

    Arxiv:2006.08307V1 [Q-Fin.TR] 15 Jun 2020

  • Wiener Sausage and Self-Intersection Local Times

    Wiener Sausage and Self-Intersection Local Times

  • Up-Down Ordered Chinese Restaurant Processes with Two-Sided Immigration, Emigration and Diffusion Limits

    Up-Down Ordered Chinese Restaurant Processes with Two-Sided Immigration, Emigration and Diffusion Limits

  • Pivotal, Cluster and Interface Measures for Critical Planar Percolation

    Pivotal, Cluster and Interface Measures for Critical Planar Percolation

  • Generalized Self-Intersection Local Time for a Superprocess Over a Stochastic Flow

    Generalized Self-Intersection Local Time for a Superprocess Over a Stochastic Flow

  • Strict Local Martingales and Bubbles

    Strict Local Martingales and Bubbles

Top View
  • Continuous Martingales I. Fundamentals
  • Diffusions on a Space of Interval Partitions: Poisson–Dirichlet Stationary Distributions∗
  • Prediction-Constrained Hidden Markov Models for Semi-Supervised Classification
  • A Review of Vortex Methods and Their Applications: from Creation to Recent Advances
  • IMPLIED VOLATILITY in STRICT LOCAL MARTINGALE MODELS 3 of Strict Local Martingales (See E.G
  • On the Excursion Process of Brownian Motion by Frank B
  • Three Favorite Sites Occurs Infinitely Often for One-Dimensional Simple Random Walk
  • (Α, D, Β)-SUPERPROCESS
  • A Summary of Local Time
  • The Local Time Distribution of a Particle Diffusing on a Graph
  • Hidden Markov Model for Parameter Estimation of a Random Walk in a Markov Environment
  • Overview of Time Synchronization for Iot Deployments: Clock Discipline Algorithms and Protocols
  • Upper Tails for Intersection Local Times of Random Walks in Supercritical Dimensions
  • Prediction-Constrained Hidden Markov Models for Semi-Supervised Classification
  • Local Time and Tanaka Formula for a Volterra-Type Multifractional
  • An Essay on the General Theory of Stochastic Processes
  • Mean-Field Description and Propagation of Chaos in Networks Of
  • Brownian Local Times* H. P. MCKEAN the Purpose of This


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