Image de couverture de livre

Functional convergence to the local time of a sticky diffusion

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Anagnostakis, Alexis
Format:	Preprint
Publié:	2022
Sujets:	Probability 60F17, 60J55, 60J60
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

On the number of crossings and bouncings of a diffusion at a sticky threshold
par: Anagnostakis, Alexis, et autres
Publié: (2024)

Sticky-threshold diffusions, local time approximation and parameter estimation
par: Anagnostakis, Alexis, et autres
Publié: (2024)

General diffusion processes as the limit of time-space Markov chains
par: Anagnostakis, Alexis, et autres
Publié: (2022)

General diffusions on metric graphs as limits of time-space Markov Chains
par: Anagnostakis, Alexis
Publié: (2025)

General diffusions on the star graph as time-changed Walsh Brownian motion
par: Anagnostakis, Alexis
Publié: (2025)

Functional limit theorems for a time-changed multidimensional Wiener process
par: Mishura, Yuliia, et autres
Publié: (2025)

Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
par: Aryasova, Olga, et autres
Publié: (2025)

From Cannings model to Brownian motion conditioned on local time profile
par: Li, Xiaodan, et autres
Publié: (2025)

Homogenization of a multivariate diffusion with semipermeable interfaces
par: Aryasova, Olga, et autres
Publié: (2023)

Moduli of continuity for the local times of rebirthed Markov processes
par: Fitzsimmons, P. J., et autres
Publié: (2024)

Ray-Knight theorems for the local times of rebirthed Markov processes
par: Fitzsimmons, P. J., et autres
Publié: (2026)

A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
par: Costantini, Cristina, et autres
Publié: (2021)

Scaling Limits of Line Models in Degenerate Environment
par: Deuschel, Jean-Dominique, et autres
Publié: (2025)

Convergence of rescaled "true" self-avoiding walks to the Tóth-Werner "true" self-repelling motion
par: Kosygina, Elena, et autres
Publié: (2025)

A functional limit theorem for additive functionals
par: Taillefumier, Thibaud, et autres
Publié: (2024)

Rates of convergence to the local time of Oscillating and Skew Brownian Motions
par: Mazzonetto, Sara
Publié: (2019)

Construction of distorted Brownian motion with permeable sticky behaviour on sets with Lebesgue measure zero
par: Fattler, Torben, et autres
Publié: (2024)

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
par: Costantini, Cristina, et autres
Publié: (2022)

Local times of self-intersection and sample path properties of Volterra Gaussian processes
par: Izyumtseva, Olga, et autres
Publié: (2024)

Pricing and hedging for a sticky diffusion
par: Anagnostakis, Alexis
Publié: (2023)

Discrete approximation of reflected Brownian motions by Markov chains on partitions of domains
par: Hino, Masanori, et autres
Publié: (2023)

Convergence of space-time occupation measures of stochastic processes and its application to collisions
par: Noda, Ryoichiro
Publié: (2025)

A Functional Central Limit Theorem for the General Brownian Motion on the Half-Line
par: Erhard, Dirk, et autres
Publié: (2024)

Brownian Motion with a Singular Drift
par: DeBlassie, Dante, et autres
Publié: (2024)

Scaling limit of boundary random walks: A martingale problem approach
par: Arroyave, Juan Carlos, et autres
Publié: (2025)

Large deviation principle for the absorption time of the Beta-coalescent via integral functionals
par: Véchambre, Grégoire
Publié: (2025)

Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
par: Pavlyukevich, Ilya, et autres
Publié: (2023)

Diffusion Approximations for Self-excited Systems with Applications to General Branching Processes
par: Xu, Wei
Publié: (2021)

Particle Systems and McKean--Vlasov Dynamics with Singular Interaction through Local Times
par: Baker, Graeme, et autres
Publié: (2025)

A note on the uniform ergodicity of diffusion processes
par: Sandrić, Nikola
Publié: (2025)

Stochastic Volterra Equations for the Local Times of Spectrally Positive Stable Processes
par: Xu, Wei
Publié: (2021)

Dual process in the two-parameter Poisson-Dirichlet diffusion
par: Griffiths, Robert C., et autres
Publié: (2021)

Excursion theory for the Wright-Fisher diffusion
par: Jenkins, Paul A., et autres
Publié: (2023)

Favorite sites for simple random walk in two and more dimensions
par: Hao, Chenxu, et autres
Publié: (2024)

Exact Limsup Growth of Rarely Visited Sites for One-Dimensional Simple Random Walk
par: Feng, Chenxu, et autres
Publié: (2025)

The Exact Limsup Constant for Once-Visited Sites of One-Dimensional Simple Random Walk
par: Feng, Chenxu, et autres
Publié: (2025)

Up-down ordered Chinese restaurant processes with two-sided immigration, emigration and diffusion limits
par: Shi, Quan, et autres
Publié: (2020)

Occupation times on the legs of a diffusion spider
par: Salminen, Paavo, et autres
Publié: (2024)

On the uniform Besov regularity of local times of general processes
par: Boufoussi, Brahim, et autres
Publié: (2021)

On the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains
par: Grama, Ion, et autres
Publié: (2024)