Keywords: زمان محلی; primary; 60J55; secondary; 41A25; Stochastic differential equation; Stability problems; Convergence rate; Local time;
مقالات ISI زمان محلی (ترجمه نشده)
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Keywords: زمان محلی; Regular one-dimensional diffusions; Local time; Engelbert-Schmidt theory of weak solutions; Bessel processes; Time reversal; Path decomposition of Markov processes;
Pathwise uniqueness for stochastic differential equations driven by pure jump processes
Keywords: زمان محلی; primary; 60H10; secondary; 60H30; Pure jump process; Weak uniqueness; Tanaka's formula; Pathwise uniqueness; Local time;
Keywords: زمان محلی; Kernel estimators; Local time; Jump-diffusion; Threshold estimation; Bandwidth selection;
Local times of stochastic differential equations driven by fractional Brownian motions
Keywords: زمان محلی; Local time; Fractional Brownian motion; Stochastic differential equation;
Keywords: زمان محلی; 60F17; 60J50; 60J55Reflecting Brownian motion; Local time; Invariance principle
Keywords: زمان محلی; Kernel estimators; Locally linear estimators; Diffusions; Local time; Nonstationarity;
Keywords: زمان محلی; Brownian motion; Large deviation; Local time
Keywords: زمان محلی; primary, 60J50, 31C25; secondary, 60J45, 60J60Boundary theory; One-point reflection; Excursion law; Local time; Dirichlet form; Brownian motion with darning; Conformal invariance; Harmonic functions
Keywords: زمان محلی; primary, 60J55, 60J99, 60G51, 60G57, 65C05; secondary, 43A46Markov process; Local time; Subordinator; Regenerative set; Monte-Carlo
Keywords: زمان محلی; Self-affine set of Brownian motion type; Local time; Hausdorff dimension; Jigsaw puzzle
Keywords: زمان محلی; primary, 60F05; secondary, 60G15, 60G22Fractional Brownian motion; Intersection local time; Local time; Method of moments
Keywords: زمان محلی; 60G18; 60G52; 60G50Stable process; Self-similar process; Continuous additive functional; Local time; Random walk
Keywords: زمان محلی; primary, 65Cxx, 60H07, 60H35; secondary, 60J55Non-smooth functionals of one-dimensional diffusions; Occupation time; Local time; Approximation
Keywords: زمان محلی; Gaussian approximation; Local time; Spectral method; Markov random walk;
Stochastic differential equation for Brox diffusion
Keywords: زمان محلی; Random environment; Brox diffusion; White noise drift; Strong solution; Uniqueness; Local time; Itô formula;
Rough path properties for local time of symmetric α stable process
Keywords: زمان محلی; Young integral; Rough path; Local time; p-variation; α-stable processes; Itô's formula;
Local time of self-affine sets of Brownian motion type – Revisited
Keywords: زمان محلی; Self-affine set of Brownian motion type; Local time; Level set; Hausdorff dimension
Limit theorems for the estimation of L1 integrals using the Brownian motion
Keywords: زمان محلی; 62F10; 60J65; 60F05; Brownian motion; Local time; Point estimate; Ray-Knight theorem; Regenerative process;
A Remark on the Heat Equation with a Point Perturbation, the Feynman–Kac Formula with Local Time and Derivative Pricing
Keywords: زمان محلی; point interactions; heat equation; heat kernel; Feynman–Kac formula; Brownian motion; local time; option pricing; Black–Scholes equation35K05; 35K08; 35Q79; 35R06; 47D06; 47D07; 47D08; 47N30; 80A20; 91G20; 91G80
Severe disruption of the cytoskeleton and immunologically relevant surface molecules in a human macrophageal cell line in microgravity-Results of an in vitro experiment on board of the Shenzhou-8 space mission
Keywords: زمان محلی; CC; cell culture chamber; CMSEO; China manned space engineering office; DLR; German Aerospace Center; GESSA; General Establishment of Space Science Application; ESA; European Space Agency; EUE; experiment unique equipments; HEPES; N-2-hydroxyethylpiperazi
An occupation time formula for semimartingales in RN
Keywords: زمان محلی; Local time; Coarea formula; Occupation measure; Manifolds;
Local time and Tanaka formula for the G-Brownian motion
Keywords: زمان محلی; G-expectation; G-Brownian motion; Local time; Tanaka formula; Quadratic variation;
Moderate deviations for the energy of charged polymer
Keywords: زمان محلی; 60F15Charged polymer; Stable random walk; Local time; Moderate deviations
Nonparametric LAD cointegrating regression
Keywords: زمان محلی; 62G08; 62G35; 62M10Nonlinear cointegration; Integrated process; Local time; Least absolute deviation; Local polynomial regression; Bias
Quenched central limit theorems for random walks in random scenery
Keywords: زمان محلی; 60F05; 60G52Random walk in random scenery; Limit theorem; Local time
Two Brownian particles with rank-based characteristics and skew-elastic collisions
Keywords: زمان محلی; primary, 60H10, 60G44; secondary, 60J55, 60J60Diffusion; Local time; Skew Brownian motion; Time reversal; Brownian motion reflected on Brownian motion
Intensity profile of chirped polychromatic laser in an apertured system
Keywords: زمان محلی; Polychromatic laser; Chirp parameter; Local time
Random walk or chaos: A formal test on the Lyapunov exponent
Keywords: زمان محلی; C14; C22; Lyapunov exponent; Chaos; Random walk; Unit root; Kernel regression; Brownian motion; Local time; Stochastic integrals;
Dynamic misspecification in nonparametric cointegrating regression
Keywords: زمان محلی; C22; C32; Dynamic misspecification; Functional regression; Integrable function; Integrated process; Linearity test; Local time; Misspecification; Mixed normality; Nonlinear cointegration; Nonparametric regression;
Occupation densities in solving exit problems for Markov additive processes and their reflections
Keywords: زمان محلی; Lévy process; Scale function; Scale matrix; Two-sided exit; Local time
Some properties of the Itô–Wiener expansion of the solution of a stochastic differential equation and local times
Keywords: زمان محلی; 60J55; 60H10Itô–Wiener expansion; Stochastic differential equation; Local time; Renormalized local time; Second quantization operator
The degree profile of random Pólya trees
Keywords: زمان محلی; Unlabelled trees; Profile; Nodes of fixed degree; Brownian excursion; Local time;
Applying Brownian motion to the study of birth–death chains
Keywords: زمان محلی; Birth–death chain; Markov chain; Brownian motion; Local time
The packing indices for some Lévy processes
Keywords: زمان محلی; 60F15; 60G15; 60G17Lévy process; Packing dimension; Local time; Occupation time measure
Remarks on an integral functional driven by sub-fractional Brownian motion
Keywords: زمان محلی; 60G15; 60J55; 60H05Sub-fractional Brownian motion; Local time; Self-intersection local time; pp-variation; Stochastic area integrals
Real harmonizable multifractional stable process and its local properties
Keywords: زمان محلی; primary, 60G52, 60G17; secondary, 60G22, 60G18Stable process; Harmonizable process; Multifractionality; Localizability; Local time; Local non-determinism
Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes
Keywords: زمان محلی; 60G52; 60G51; 60J45; 60J55; 60G44Fluctuation identities in two dimension; Two-dimensional stable processes; First hitting distribution; Local time
On the local time of random walk on the 2-dimensional comb
Keywords: زمان محلی; primary, 60F17, 60G50, 60J65; secondary, 60F15, 60J10Random walk; 2-dimensional comb; Strong approximation; 2-dimensional Wiener process; Local time; Laws of the iterated logarithm; Iterated Brownian motion
Almost sure asymptotics for the local time of a diffusion in Brownian environment
Keywords: زمان محلی; 60J25; 60J55Diffusion in Brownian environment; Local time
The Bierens test for certain nonstationary models
Keywords: زمان محلی; Bierens test; Consistent test; Functional form misspecification; Integrable models; Local time; Nonlinear cointegration; Test of functional form; Predictability of stock returns; Unit root;
Spectral decomposition of optimal asset-liability management
Keywords: زمان محلی; C61; G23; G11; Asset-liability management; HJB principle; Local time; Spectral theory; Free boundary problem;
Empirical likelihood-based inference for nonparametric recurrent diffusions
Keywords: زمان محلی; C12; C14; C22; Confidence interval; Continuous-time models; Diffusion; Drift; Empirical likelihood; Local linear smoothing; Local time; Nonparametric estimation; Nonstationarity; Stochastic differential equation;
Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
Keywords: زمان محلی; Positive continuous additive functional; Local time; Revuz measure; Itô–Wiener chaos expansion
Penalizations of the Brownian motion with a functional of its local times
Keywords: زمان محلی; 60B10; 60J65; 60G17; 60G44; 60J25; 60J55Penalization; Local time; Brownian motion
Localization of favorite points for diffusion in a random environment
Keywords: زمان محلی; Diffusion in random environment; Favorite point; Local time; Ray–Knight theorem; Localization
Renormalization and convergence in law for the derivative of intersection local time in R2
Keywords: زمان محلی; Brownian motion; Local time; Intersection local time; Sample path properties
Some properties of a multifractional Brownian motion
Keywords: زمان محلی; Hausdorff dimension; Local nondeterminism; Lever set; Local time; Multifractional Brownian motion;
Pitfalls in static superhedging of barrier options
Keywords: زمان محلی; G13; Down-and-out call; Static hedging; Local time; Model risk;
Moments and distribution of the local time of a two-dimensional random walk
Keywords: زمان محلی; Local time; Random walk; Strong law of large numbers