35 results
Scaling limit of the local time of random walks conditioned to stay positive
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- Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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- 13 February 2024, pp. 1060-1074
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- September 2024
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The distance profile of rooted and unrooted simply generated trees
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- Combinatorics, Probability and Computing / Volume 31 / Issue 3 / May 2022
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- 18 August 2021, pp. 368-410
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Representations of hermite processes using local time of intersecting stationary stable regenerative sets
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- Journal of Applied Probability / Volume 57 / Issue 4 / December 2020
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- 23 November 2020, pp. 1234-1251
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- December 2020
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Limit theorems for additive functionals of continuous time random walks
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 2 / April 2021
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- 28 May 2020, pp. 799-820
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- April 2021
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Exact simulation for solutions of one-dimensional StochasticDifferential Equations with discontinuous drift
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- ESAIM: Probability and Statistics / Volume 18 / 2014
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- 22 October 2014, pp. 686-702
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- 2014
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Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 931-942
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- December 2013
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The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 430-438
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- June 2013
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α-time fractional Brownian motion: PDEconnections and local times∗
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- ESAIM: Probability and Statistics / Volume 16 / 2012
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- 09 March 2012, pp. 1-24
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- 2012
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BIRTH–DEATH CHAINS AND THE LOCAL TIME OF BROWNIAN MOTION
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- Bulletin of the Australian Mathematical Society / Volume 85 / Issue 3 / June 2012
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- 08 December 2011, pp. 497-504
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- June 2012
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On the excursions of reflected local-time processes and stochastic fluid queues
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 79-98
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- August 2011
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Time reversal of some stationary jump diffusion processes from population genetics
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- Advances in Applied Probability / Volume 42 / Issue 4 / December 2010
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- 01 July 2016, pp. 1147-1171
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- December 2010
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Local martingales and filtration shrinkage
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- ESAIM: Probability and Statistics / Volume 15 / 2011
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- 15 October 2010, pp. S25-S38
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- 2011
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The Integral of the Supremum Process of Brownian Motion
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
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- 14 July 2016, pp. 593-600
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- June 2009
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Analysis of stochastic fluid queues driven by local-time processes
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 1072-1103
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- December 2008
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Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections
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- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
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- 01 July 2016, pp. 529-547
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- June 2008
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On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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- Journal of Applied Probability / Volume 44 / Issue 1 / March 2007
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- 14 July 2016, pp. 181-198
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- March 2007
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Infinite system of Brownian balls with interaction: the non-reversible case
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- ESAIM: Probability and Statistics / Volume 11 / June 2007
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- 01 March 2007, pp. 55-79
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- June 2007
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Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 984-996
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- December 2006
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A renewal-process-type expression for the moments of inverse subordinators
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- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
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- 14 July 2016, pp. 1134-1144
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- December 2005
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On product-form stationary distributions for reflected diffusions with jumps in the positive orthant
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- Advances in Applied Probability / Volume 37 / Issue 1 / March 2005
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- 01 July 2016, pp. 212-228
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- March 2005
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