Ray–Knight theorems related to a stochastic flow-Reference-Cited by-同舟云学术

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Ray–Knight theorems related to a stochastic flow

Published:2000-04 Issue:2 Volume:86 Page:287-305
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Hu Yueyun,Warren Jon

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference24 articles.

1. Brownian excursion conditioned on its local time;Aldous;Electron. Comm. Probab.,1998

2. Barlow, M.T., Burdzy, K., Kaspi, H., Mandelbaum, A., 1999. Variably skewed Brownian motion. preprint.

3. Stochastic bifurcation models;Bass;Ann. Probab.,1999

4. Sur la variation quadratique de certaines mesures vectorielles;Bouleau;Z. Wahrsch. verw. Gebiete,1982

5. Burdzy, K., Chen, Z.Q., 1999. Local time flow related to skew Brownian motion. preprint.

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1. On the lack of semimartingale property;Stochastic Processes and their Applications;2022-04

2. Inverting the Ray-Knight identity on the line;Electronic Journal of Probability;2021-01-01

3. Fine mesh limit of the VRJP in dimension one and Bass–Burdzy flow;Probability Theory and Related Fields;2019-09-25

4. Regularity of strong solutions of one-dimensional SDE’s with discontinuous and unbounded drift;Stochastics;2016-02-12

5. Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift;Electronic Communications in Probability;2010-01-01

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