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Local time (mathematics)
The Distribution of Local Times of a Brownian Bridge
Probabilistic and Geometric Methods in Last Passage Percolation
Derivatives of Self-Intersection Local Times
An Excursion Approach to Ray-Knight Theorems for Perturbed Brownian Motion
Stochastic Analysis in Continuous Time
A Representation for Functionals of Superprocesses Via Particle Picture Raisa E
Long Time Behaviour and Mean-Field Limit of Atlas Models Julien Reygner
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
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
On the Path Structure of a Semimartingale Arisingfrom
Arxiv:2006.08307V1 [Q-Fin.TR] 15 Jun 2020
Wiener Sausage and Self-Intersection Local Times
Up-Down Ordered Chinese Restaurant Processes with Two-Sided Immigration, Emigration and Diffusion Limits
Pivotal, Cluster and Interface Measures for Critical Planar Percolation
Generalized Self-Intersection Local Time for a Superprocess Over a Stochastic Flow
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
Asymptotics of the Critical Time in Wiener Sausage Percolation with a Small Radius Dirk Erhard, Julien Poisat
Local Time of a Multifractional Gaussian Process Aissa Sghir
Assessment of Numerical Accuracy of PDF/Monte Carlo Methods for Turbulent Reacting Flows
The Brownian Excursion Multi-Dimensional Local Time Density ∗
1 Introduction
On Tail Probability of Local Times of Gaussian Processes
Local Times of Gaussian Processes Joachim Lebovits
Continuity of Local Time: an Applied Perspective
Binary Self-Similar Continuum Random Trees and Poisson–Dirichlet Compositions
Propagation of Chaos: a Review of Models, Methods and Applications
Local Martingales and Filtration Shrinkage
Random Time Change with Some Applications
On the Local Time of Random Walk on the 2-Dimensional Comb
Local Times and Sample Function Properties of Stationary Gaussian Processes
An Introduction to Probabilistic Methods with Applications
The Spans in Brownian Motion
Lecture 2: Local Time for Brownian Motion
Local Martingales and Filtration Shrinkage Hans Föllmer, Philip Protter
Asymptotics of the Critical Time in Wiener Sausage Percolation with a Small Radius Dirk Erhard, Julien Poisat
Piecewise Constant Martingales and Lazy Clocks
Self-Intersection Local Time of (Α,D,Β)-Superprocess ✩
Noise Sensitivity in Continuum Percolation
Martingale Property of Empirical Processes 1
Stochastic Calculus
1 Brownian Local Time
Branch Merging on Continuum Trees with Applications to Regenerative Tree Growth
The Pedestrian's Guide to Local Time
A Guide to Brownian Motion and Related Stochastic Processes