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Existence and uniqueness of solutions to pair of functional equations

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#brownian-motion #functional-equations #local-time
44
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Relationship between local time of one dimensional Brownian motion and multiple dimensional Brownian motion

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#stochastic-processes #brownian-motion #local-time
130
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Cancelations on the limits of occupation times of Brownian motion

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#probability-theory #reference-request #brownian-motion #local-time
31
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Potential density of killed brownian by local time

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#brownian-motion #stochastic-analysis #greens-function #potential-theory #local-time
170
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2 pipes working to empty a tank.

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#local-time
178
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Time derivative of Local time

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#analysis #stochastic-analysis #local-time
32
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Working with ratios - how to get math correct for this question?

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#recreational-mathematics #ratio #local-time
226
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Supremum of Brownian local time

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#probability-theory #stochastic-processes #brownian-motion #stochastic-analysis #local-time
117
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Countably many discontinuities in a function of two variables

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#real-analysis #probability-theory #continuity #stochastic-processes #local-time
131
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Potential Density of Brownian local time

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#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-analysis #local-time
294
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Asymptotic Properties of Weak Solution to SDE $dX_t = -\alpha \text{sgn}(X_t) dt + \sigma dW_t$

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#stochastic-calculus #brownian-motion #stochastic-differential-equations #local-time
36
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Bounds on the growth of a local time of a continuous semimartingale as a function of time?

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#stochastic-processes #stochastic-calculus #martingales #local-time
123
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Brownian local time: can we estimate $\mathbb{E}^B\left[\int_{\mathbb{R}}\left|L_{a}(t)-L_{a}(s)\right|^2da\right]$?

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#probability-theory #stochastic-calculus #brownian-motion #stochastic-analysis #local-time
78
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Local time formula: $L_t=\lim_{h\to0}\frac{1}{h}\int_0^t \left(P_hf(B_s)-f(B_s)\right) \text{d}s\text{ a.s.}$

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#stochastic-calculus #brownian-motion #local-time
104
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Doob-Meyer Decomposition of the range of a standard Brownian Motion

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#brownian-motion #local-time

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