On the number of crossings and bouncings of a diffusion at a sticky threshold
Fuente:
arXiv
Saved in:
| Main Authors: | Anagnostakis, Alexis, Mazzonetto, Sara |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Functional convergence to the local time of a sticky diffusion
by: Anagnostakis, Alexis
Published: (2022)
by: Anagnostakis, Alexis
Published: (2022)
Sticky-threshold diffusions, local time approximation and parameter estimation
by: Anagnostakis, Alexis, et al.
Published: (2024)
by: Anagnostakis, Alexis, et al.
Published: (2024)
General diffusion processes as the limit of time-space Markov chains
by: Anagnostakis, Alexis, et al.
Published: (2022)
by: Anagnostakis, Alexis, et al.
Published: (2022)
Functional limit theorems for a time-changed multidimensional Wiener process
by: Mishura, Yuliia, et al.
Published: (2025)
by: Mishura, Yuliia, et al.
Published: (2025)
Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025)
by: Aryasova, Olga, et al.
Published: (2025)
Rates of convergence to the local time of Oscillating and Skew Brownian Motions
by: Mazzonetto, Sara
Published: (2019)
by: Mazzonetto, Sara
Published: (2019)
General diffusions on metric graphs as limits of time-space Markov Chains
by: Anagnostakis, Alexis
Published: (2025)
by: Anagnostakis, Alexis
Published: (2025)
General diffusions on the star graph as time-changed Walsh Brownian motion
by: Anagnostakis, Alexis
Published: (2025)
by: Anagnostakis, Alexis
Published: (2025)
Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023)
by: Aryasova, Olga, et al.
Published: (2023)
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
by: Costantini, Cristina, et al.
Published: (2021)
by: Costantini, Cristina, et al.
Published: (2021)
Scaling limit of boundary random walks: A martingale problem approach
by: Arroyave, Juan Carlos, et al.
Published: (2025)
by: Arroyave, Juan Carlos, et al.
Published: (2025)
Scaling Limits of Line Models in Degenerate Environment
by: Deuschel, Jean-Dominique, et al.
Published: (2025)
by: Deuschel, Jean-Dominique, et al.
Published: (2025)
Moduli of continuity for the local times of rebirthed Markov processes
by: Fitzsimmons, P. J., et al.
Published: (2024)
by: Fitzsimmons, P. J., et al.
Published: (2024)
Ray-Knight theorems for the local times of rebirthed Markov processes
by: Fitzsimmons, P. J., et al.
Published: (2026)
by: Fitzsimmons, P. J., et al.
Published: (2026)
A generalized central limit theorem for critical marked Hawkes processes
by: Talarczyk, Anna
Published: (2025)
by: Talarczyk, Anna
Published: (2025)
A functional limit theorem for additive functionals
by: Taillefumier, Thibaud, et al.
Published: (2024)
by: Taillefumier, Thibaud, et al.
Published: (2024)
Pricing and hedging for a sticky diffusion
by: Anagnostakis, Alexis
Published: (2023)
by: Anagnostakis, Alexis
Published: (2023)
Estimation of parameters and local times in a discretely observed threshold diffusion model
by: Mazzonetto, Sara, et al.
Published: (2024)
by: Mazzonetto, Sara, et al.
Published: (2024)
Existence and uniqueness for singular stochastic differential equations with piecewise well-behaved coefficients
by: Mazzonetto, Sara, et al.
Published: (2026)
by: Mazzonetto, Sara, et al.
Published: (2026)
Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
by: Costantini, Cristina, et al.
Published: (2022)
by: Costantini, Cristina, et al.
Published: (2022)
From clonal interference to Poissonian interacting trajectories
by: Hermann, Felix, et al.
Published: (2024)
by: Hermann, Felix, et al.
Published: (2024)
Renewal structure of the Tree Builder Random Walk
by: Ribeiro, Rodrigo
Published: (2023)
by: Ribeiro, Rodrigo
Published: (2023)
Local times of self-intersection and sample path properties of Volterra Gaussian processes
by: Izyumtseva, Olga, et al.
Published: (2024)
by: Izyumtseva, Olga, et al.
Published: (2024)
Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
by: Leonenko, Nikolai, et al.
Published: (2026)
by: Leonenko, Nikolai, et al.
Published: (2026)
Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
by: Pavlyukevich, Ilya, et al.
Published: (2023)
by: Pavlyukevich, Ilya, et al.
Published: (2023)
Multitype Lévy trees as scaling limits of multitype Bienaymé-Galton-Watson trees
by: Hernández, Osvaldo Angtuncio, et al.
Published: (2025)
by: Hernández, Osvaldo Angtuncio, et al.
Published: (2025)
Stochastic Volterra Equations for the Local Times of Spectrally Positive Stable Processes
by: Xu, Wei
Published: (2021)
by: Xu, Wei
Published: (2021)
Dual process in the two-parameter Poisson-Dirichlet diffusion
by: Griffiths, Robert C., et al.
Published: (2021)
by: Griffiths, Robert C., et al.
Published: (2021)
The shape of the front of multidimensional branching Brownian motion
by: Kim, Yujin H., et al.
Published: (2024)
by: Kim, Yujin H., et al.
Published: (2024)
A Functional Central Limit Theorem for the General Brownian Motion on the Half-Line
by: Erhard, Dirk, et al.
Published: (2024)
by: Erhard, Dirk, et al.
Published: (2024)
A note on the uniform ergodicity of diffusion processes
by: Sandrić, Nikola
Published: (2025)
by: Sandrić, Nikola
Published: (2025)
Gaussian heat kernel asymptotics for conditioned random walks
by: Grama, Ion, et al.
Published: (2024)
by: Grama, Ion, et al.
Published: (2024)
From Cannings model to Brownian motion conditioned on local time profile
by: Li, Xiaodan, et al.
Published: (2025)
by: Li, Xiaodan, et al.
Published: (2025)
Convergence of rescaled "true" self-avoiding walks to the Tóth-Werner "true" self-repelling motion
by: Kosygina, Elena, et al.
Published: (2025)
by: Kosygina, Elena, et al.
Published: (2025)
On the cover time of Brownian motion on the Brownian continuum random tree
by: Andriopoulos, George, et al.
Published: (2024)
by: Andriopoulos, George, et al.
Published: (2024)
Particle Systems and McKean--Vlasov Dynamics with Singular Interaction through Local Times
by: Baker, Graeme, et al.
Published: (2025)
by: Baker, Graeme, et al.
Published: (2025)
Diffusion Approximations for Self-excited Systems with Applications to General Branching Processes
by: Xu, Wei
Published: (2021)
by: Xu, Wei
Published: (2021)
Up-down ordered Chinese restaurant processes with two-sided immigration, emigration and diffusion limits
by: Shi, Quan, et al.
Published: (2020)
by: Shi, Quan, et al.
Published: (2020)
Functional Central Limit Theorem and SPDE for epidemic model with memory of the last infection and waning immunity
by: Zotsa-Ngoufack, Arsene Brice
Published: (2025)
by: Zotsa-Ngoufack, Arsene Brice
Published: (2025)
Normal approximation for the polynomial functionals of correlated random field sampling along random walk path in dimension $1+1$
by: Huang, Ao, et al.
Published: (2026)
by: Huang, Ao, et al.
Published: (2026)
Similar Items
-
Functional convergence to the local time of a sticky diffusion
by: Anagnostakis, Alexis
Published: (2022) -
Sticky-threshold diffusions, local time approximation and parameter estimation
by: Anagnostakis, Alexis, et al.
Published: (2024) -
General diffusion processes as the limit of time-space Markov chains
by: Anagnostakis, Alexis, et al.
Published: (2022) -
Functional limit theorems for a time-changed multidimensional Wiener process
by: Mishura, Yuliia, et al.
Published: (2025) -
Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025)