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Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures (Lecture notes in mathematics ; 2088)

Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures (Lecture notes in mathematics ; 2088)
Paper図書
Ju Yi Yen, Marc Yor.Springer[2013]<MA211-B146>
National Diet Library
  • Subject HeadingLocal times (Stochastic processes) Brown...

Fractional Brownian motionの研究

Fractional Brownian motionの研究
Paper図書
笠原, 勇二, お茶の水女子大学1998-2000<Y151-H10640107>
National Diet Library
  • Subject Heading...elf similarity local time tail probability Gaussian pro...

自己相似確率過程の研究

自己相似確率過程の研究
Paper図書
笠原, 勇二, お茶の水女子大学1997-1998<Y151-H08454038>
National Diet Library
  • Subject Heading...tremal process local time Caussian process occupation t...

Cover times and extrema of local times for random walks on graphs

Cover times and extrema of local times for random walks on graphs
Digital博士論文障害者向け資料あり
Abe, Yoshihiro2016-03-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject Headingcover times local time Gaussian free field effective...

Intersection local times, loop soups and permanental wick powers

Intersection local times, loop soups and permanental wick powers
Paper図書
Yves Le Jan, Michael B. Marcus, Jay RosenAmerican Mathematical Societyc2017
Other Libraries in Japan
  • Subject HeadingGaussian processes Local times (Stochastic processes) Loop ...
  • Subject Heading (ID)Gaussian processes Local times (Stochastic processes) Loop ...

Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures

Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures
Paper図書
Ju-Yi Yen, Marc YorSpringerc2013
Other Libraries in Japan
  • Subject HeadingLocal times (Stochastic processes) Brown...
  • Subject Heading (ID)Local times (Stochastic processes) Brown...

Markov processes, Gaussian processes, and local times : pbk

Markov processes, Gaussian processes, and local times : pbk
Paper図書
Michael B. Marcus, Jay RosenCambridge University Press2011
Other Libraries in Japan
  • Subject HeadingMarkov processes Gaussian processes Local times (Stochastic processes)
  • Subject Heading (ID)Markov processes Gaussian processes Local times (Stochastic processes)

Nonparametric LAD Cointegrating Regression

Nonparametric LAD Cointegrating Regression
Digital文書・図像類
Honda, ToshioInstitute of Economic Research, Hitotsubashi University2011-10
Available onlineOther Libraries in Japan
  • Summary, etc....pealing to the local time approach.
  • Subject Heading...grated process Local time Least absolute deviation Loca...

Moderate deviations for the range of planar random walks

Moderate deviations for the range of planar random walks
Paper図書
Richard F. Bass, Xia Chen, Jay RosenAmerican Mathematical Society2009
Other Libraries in Japan
  • Subject Heading...bility theory) Local times (Stochastic processes)
  • Subject Heading (ID)...bility theory) Local times (Stochastic processes)

Markov processes, Gaussian processes, and local times : hardback

Markov processes, Gaussian processes, and local times : hardback
Paper図書
Michael B. Marcus, Jay RosenCambridge University Press2006
Other Libraries in Japan
  • Subject HeadingMarkov processes Gaussian processes Local times (Stochastic processes)
  • Subject Heading (ID)Markov processes Gaussian processes Local times (Stochastic processes)

Renormalized self-intersection local times and Wick power chaos processes

Renormalized self-intersection local times and Wick power chaos processes
Paper図書
Michael B. Marcus, Jay RosenAmerican Mathematical Society1999
Other Libraries in Japan
  • Subject HeadingGaussian processes Local times (Stochastic processes)
  • Subject Heading (ID)Gaussian processes Local times (Stochastic processes)

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