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Browsing Mathematics, Department of by Subject "Ray-Knight theorem"
Now showing items 1-2 of 2
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Local time flow related to skew Brownian motion
(Institute of Mathematical Statistics, 2001-10)We define a local time flow of skew Brownian motions, i.e., a family of solutions to the stochastic differential equation defining the skew Brownian motion, starting from different points but driven by the same Brownian ... -
Stochastic bifurcation models
(Institute of Mathematical Statistics, 1999-01)We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and ...