Quenched distributions for the maximum, minimum and local time of the Brox diffusion-Reference-Cited by-同舟云学术

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Quenched distributions for the maximum, minimum and local time of the Brox diffusion

Published:2022-01 Issue: Volume:180 Page:109238
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Gutierrez-Pavón Jonathan,Pacheco Carlos G.

Funder

Universidad de Costa Rica

Consejo Nacional de Ciencia y Tecnología

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference7 articles.

1. Handbook of Brownian Motion-Facts and Formulae;Borodin,2015

2. A one-dimensional diffusion process in a Wiener medium;Brox;Ann. Probab.,1986

3. A density for the local time of the Brox diffusion;Gutierrez-Pavón;Statist. Probab. Lett.,2020

4. Diffusion Processes and their Sample Paths;Itô-McKean,1974

5. Random Walk in Random and Non-Random Envirenments;Révész,2013

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Combining the Information Diffusion Model for the Propagation of Zhouyi Ideology in the New Era;Applied Mathematics and Nonlinear Sciences;2023-12-02

2. The killed Brox diffusion;Stochastic Models;2022-05-26

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