搜索结果: 1-6 共查到“Local times”相关记录6条 . 查询时间(0.121 秒)
Upper tails of self-intersection local times of random walks: survey of proof techniques
self-intersection random walks
2010/11/19
The asymptotics of the probability that the self-intersection local time of a random walk on $\Z^d$ exceeds its expectation by a large amount is a fascinating subject because of its relation to some ...
On the range, local times and periodicity of random walk on an interval
range random walk local times periodicity
2010/12/9
The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with N locations are considered. Several results on asymptotic dist...
Occupation and Local Times for Skew Brownian Motion with Applications to Dispersion Across an Interface
Skew Brownian motion advection-diffusion local time
2010/12/14
Advective skew dispersion is a natural Markov process defined by a diffusion with drift across an interface of jump discontinuity in a piecewise constant diffusion coefficient.
FRACTIONAL DERIVATIVES OF LOCAL TIMES OF STABLE LEVY PROCESSES AS THE LIMITS OF THE OCCUPATION TIME PROBLEM IN BESOV SPACE
Stable processes local time fractional derivative occupittion time problem Besov space
2009/9/21
In this paper, we firstly study the Besov regularity of
the local time of symmetric stable processes and of its fractional derivative.
Secondly, we establish Limit theorems for occupation times of
...
Large Deviations for Local Times of Stable Processes and Stable Random Walks in 1 Dimension
Deviations Local Times Stable Processes Random Walks
2009/4/8
In Chen and Li (2004), large deviations were obtained for the spatial $L^p$ norms of products of independent Brownian local times and local times of random walks with finite second moment. The methods...
On Some Inequalities of Local Times of Iterated Stochastic Integrals
Continuous local martingale Continuous semimartingale Iterated stochastic integrals Local time Random time Burkholder-Davis-Gundy inequalities Barlow-Yor inequalities
2008/6/27
On Some Inequalities of Local Times of Iterated Stochastic Integrals.