Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII
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Published By Springer International Publishing

9783319444642, 9783319444659

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Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_4 ◽

2016 ◽

pp. 97-121 ◽

Cited By ~ 1

Author(s):

Dai Taguchi

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stability Problem ◽

One Dimensional ◽

Discontinuous Drift

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Projections, Pseudo-Stopping Times and the Immersion Property

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_17 ◽

2016 ◽

pp. 459-467 ◽

Cited By ~ 2

Author(s):

Anna Aksamit ◽

Libo Li

Keyword(s):

Stopping Times

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On the Range of Exponential Functionals of Lévy Processes

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_10 ◽

2016 ◽

pp. 267-303 ◽

Cited By ~ 1

Author(s):

Anita Behme ◽

Alexander Lindner ◽

Makoto Maejima

Keyword(s):

Lévy Processes ◽

Levy Processes

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Peacocks Parametrised by a Partially Ordered Set

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_2 ◽

2016 ◽

pp. 13-32 ◽

Cited By ~ 2

Author(s):

Nicolas Juillet

Keyword(s):

Partially Ordered Set ◽

Ordered Set ◽

Partially Ordered

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Dyson Processes on the Octonion Algebra

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_14 ◽

2016 ◽

pp. 401-421 ◽

Cited By ~ 1

Author(s):

Songzi Li

Keyword(s):

Octonion Algebra

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Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_15 ◽

2016 ◽

pp. 423-444 ◽

Cited By ~ 1

Author(s):

Franck Maunoury

Keyword(s):

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Determinantal Processes ◽

Necessary And Sufficient

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The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_5 ◽

2016 ◽

pp. 123-177

Author(s):

Alexis Devulder

Keyword(s):

Diffusion Process ◽

Local Time

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A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_6 ◽

2016 ◽

pp. 179-188

Author(s):

Mátyás Barczy ◽

Peter Kern

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Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_9 ◽

2016 ◽

pp. 231-265

Author(s):

Nicolas Privault

Keyword(s):

Differential Forms

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t-Martin Boundary of Killed Random Walks in the Quadrant

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_11 ◽

2016 ◽

pp. 305-323 ◽

Cited By ~ 1

Author(s):

Cédric Lecouvey ◽

Kilian Raschel

Keyword(s):

Random Walks ◽

Martin Boundary

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Lecture Notes in Mathematics - Séminaire de Probabilités XLVIIILatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift

Projections, Pseudo-Stopping Times and the Immersion Property

On the Range of Exponential Functionals of Lévy Processes

Peacocks Parametrised by a Partially Ordered Set

Dyson Processes on the Octonion Algebra

Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes

The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor

Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales

t-Martin Boundary of Killed Random Walks in the Quadrant

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII
Latest Publications