Schol, Dennis; Vlasiou, Maria; Zwart, Bert Tail asymptotics for the delay in a Brownian fork-join queue. (English) Zbl 1524.60242 Stochastic Processes Appl. 164, 99-138 (2023). MSC: 60K25 60J65 60G70 PDFBibTeX XMLCite \textit{D. Schol} et al., Stochastic Processes Appl. 164, 99--138 (2023; Zbl 1524.60242) Full Text: DOI arXiv
Arista, Jonas; Rivero, Víctor Implicit renewal theory for exponential functionals of Lévy processes. (English) Zbl 1517.60115 Stochastic Processes Appl. 163, 262-287 (2023). MSC: 60K05 60G51 60E07 60G18 60J25 PDFBibTeX XMLCite \textit{J. Arista} and \textit{V. Rivero}, Stochastic Processes Appl. 163, 262--287 (2023; Zbl 1517.60115) Full Text: DOI arXiv
Hildebrandt, Florian; Trabs, Mathias Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations. (English) Zbl 1518.60028 Stochastic Processes Appl. 162, 171-217 (2023). MSC: 60F05 62G05 60H15 PDFBibTeX XMLCite \textit{F. Hildebrandt} and \textit{M. Trabs}, Stochastic Processes Appl. 162, 171--217 (2023; Zbl 1518.60028) Full Text: DOI arXiv
Bouchard, Bruno; Muhle-Karbe, Johannes Simple bounds for utility maximization with small transaction costs. (English) Zbl 1485.91218 Stochastic Processes Appl. 146, 98-113 (2022). MSC: 91G15 91B16 60H07 PDFBibTeX XMLCite \textit{B. Bouchard} and \textit{J. Muhle-Karbe}, Stochastic Processes Appl. 146, 98--113 (2022; Zbl 1485.91218) Full Text: DOI arXiv
Pigato, Paolo Density estimates and short-time asymptotics for a hypoelliptic diffusion process. (English) Zbl 1480.60170 Stochastic Processes Appl. 145, 117-142 (2022). MSC: 60H10 60H30 60H07 60J60 60F05 91G20 PDFBibTeX XMLCite \textit{P. Pigato}, Stochastic Processes Appl. 145, 117--142 (2022; Zbl 1480.60170) Full Text: DOI arXiv
Robert, Christian Y. Testing for changes in the tail behavior of Brown-Resnick Pareto processes. (English) Zbl 1480.60141 Stochastic Processes Appl. 144, 312-368 (2022). MSC: 60G70 62G32 62M30 PDFBibTeX XMLCite \textit{C. Y. Robert}, Stochastic Processes Appl. 144, 312--368 (2022; Zbl 1480.60141) Full Text: DOI
Lyu, Yangyang Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data. (English) Zbl 1480.60192 Stochastic Processes Appl. 143, 106-159 (2022). MSC: 60H30 60F10 60G15 60H40 PDFBibTeX XMLCite \textit{Y. Lyu}, Stochastic Processes Appl. 143, 106--159 (2022; Zbl 1480.60192) Full Text: DOI arXiv
Ernst, Philip A.; Franceschi, Sandro; Huang, Dongzhou Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant. (English) Zbl 1476.60143 Stochastic Processes Appl. 142, 634-670 (2021). MSC: 60J65 60K25 90B22 30D05 PDFBibTeX XMLCite \textit{P. A. Ernst} et al., Stochastic Processes Appl. 142, 634--670 (2021; Zbl 1476.60143) Full Text: DOI arXiv
Kim, Yujin H. The lower tail of the half-space KPZ equation. (English) Zbl 1480.60127 Stochastic Processes Appl. 142, 365-406 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G55 60B20 45M05 60F10 60H25 PDFBibTeX XMLCite \textit{Y. H. Kim}, Stochastic Processes Appl. 142, 365--406 (2021; Zbl 1480.60127) Full Text: DOI arXiv
Gulisashvili, Archil Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions. (English) Zbl 1434.60089 Stochastic Processes Appl. 130, No. 6, 3648-3686 (2020). MSC: 60F10 60G15 91G20 60G18 60G22 41A60 PDFBibTeX XMLCite \textit{A. Gulisashvili}, Stochastic Processes Appl. 130, No. 6, 3648--3686 (2020; Zbl 1434.60089) Full Text: DOI arXiv
Kamphorst, Bart; Zwart, Bert Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift. (English) Zbl 1403.60038 Stochastic Processes Appl. 129, No. 2, 572-603 (2019). MSC: 60G51 60K25 PDFBibTeX XMLCite \textit{B. Kamphorst} and \textit{B. Zwart}, Stochastic Processes Appl. 129, No. 2, 572--603 (2019; Zbl 1403.60038) Full Text: DOI arXiv Link
Figueroa-López, José E.; Luo, Yankeng Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity. (English) Zbl 1417.60071 Stochastic Processes Appl. 128, No. 12, 4207-4245 (2018). MSC: 60J60 60J75 60H10 PDFBibTeX XMLCite \textit{J. E. Figueroa-López} and \textit{Y. Luo}, Stochastic Processes Appl. 128, No. 12, 4207--4245 (2018; Zbl 1417.60071) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz Extremal behavior of hitting a cone by correlated Brownian motion with drift. (English) Zbl 1417.60028 Stochastic Processes Appl. 128, No. 12, 4171-4206 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 128, No. 12, 4171--4206 (2018; Zbl 1417.60028) Full Text: DOI arXiv Link
Ishikawa, Yasushi; Kunita, Hiroshi; Tsuchiya, Masaaki Smooth density and its short time estimate for jump process determined by SDE. (English) Zbl 1405.60127 Stochastic Processes Appl. 128, No. 9, 3181-3219 (2018). MSC: 60J75 60H07 60H30 60H10 PDFBibTeX XMLCite \textit{Y. Ishikawa} et al., Stochastic Processes Appl. 128, No. 9, 3181--3219 (2018; Zbl 1405.60127) Full Text: DOI
Chakrabarty, Arijit; Samorodnitsky, Gennady Asymptotic behaviour of high Gaussian minima. (English) Zbl 1391.60068 Stochastic Processes Appl. 128, No. 7, 2297-2324 (2018). MSC: 60G15 60F10 60G70 PDFBibTeX XMLCite \textit{A. Chakrabarty} and \textit{G. Samorodnitsky}, Stochastic Processes Appl. 128, No. 7, 2297--2324 (2018; Zbl 1391.60068) Full Text: DOI arXiv
Cammarota, V.; Wigman, I. Fluctuations of the total number of critical points of random spherical harmonics. (English) Zbl 1377.60060 Stochastic Processes Appl. 127, No. 12, 3825-3869 (2017). MSC: 60G60 33C55 42C10 60B10 PDFBibTeX XMLCite \textit{V. Cammarota} and \textit{I. Wigman}, Stochastic Processes Appl. 127, No. 12, 3825--3869 (2017; Zbl 1377.60060) Full Text: DOI arXiv
Baurdoux, E. J.; Palmowski, Z.; Pistorius, M. R. On future drawdowns of Lévy processes. (English) Zbl 1367.60051 Stochastic Processes Appl. 127, No. 8, 2679-2698 (2017). MSC: 60G51 60F99 60J99 60K25 91G80 93E20 PDFBibTeX XMLCite \textit{E. J. Baurdoux} et al., Stochastic Processes Appl. 127, No. 8, 2679--2698 (2017; Zbl 1367.60051) Full Text: DOI arXiv Link
Kumar, Rohini; Popovic, Lea Large deviations for multi-scale jump-diffusion processes. (English) Zbl 1358.60047 Stochastic Processes Appl. 127, No. 4, 1297-1320 (2017); corrigendum ibid. 128, No. 12, 4326-4329 (2018). MSC: 60F10 60J75 49L25 PDFBibTeX XMLCite \textit{R. Kumar} and \textit{L. Popovic}, Stochastic Processes Appl. 127, No. 4, 1297--1320 (2017; Zbl 1358.60047) Full Text: DOI arXiv
Buraczewski, Dariusz; Damek, Ewa A simple proof of heavy tail estimates for affine type Lipschitz recursions. (English) Zbl 1354.60025 Stochastic Processes Appl. 127, No. 2, 657-668 (2017). MSC: 60F10 PDFBibTeX XMLCite \textit{D. Buraczewski} and \textit{E. Damek}, Stochastic Processes Appl. 127, No. 2, 657--668 (2017; Zbl 1354.60025) Full Text: DOI arXiv
Asmussen, Søren; Ivanovs, Jevgenijs; Nielsen, Anders Rønn Time inhomogeneity in longest gap and longest run problems. (English) Zbl 1395.60009 Stochastic Processes Appl. 127, No. 2, 574-589 (2017). MSC: 60C05 60G55 68M15 PDFBibTeX XMLCite \textit{S. Asmussen} et al., Stochastic Processes Appl. 127, No. 2, 574--589 (2017; Zbl 1395.60009) Full Text: DOI arXiv
Liu, Peng; Ji, Lanpeng Extremes of locally stationary chi-square processes with trend. (English) Zbl 1354.60057 Stochastic Processes Appl. 127, No. 2, 497-525 (2017). MSC: 60G70 60J65 60J60 60G22 60G15 60G10 PDFBibTeX XMLCite \textit{P. Liu} and \textit{L. Ji}, Stochastic Processes Appl. 127, No. 2, 497--525 (2017; Zbl 1354.60057) Full Text: DOI arXiv
Cerrai, Sandra; Salins, Michael On the Smoluchowski-Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field. (English) Zbl 1373.60107 Stochastic Processes Appl. 127, No. 1, 273-303 (2017). MSC: 60H15 35Q60 35R60 82D40 PDFBibTeX XMLCite \textit{S. Cerrai} and \textit{M. Salins}, Stochastic Processes Appl. 127, No. 1, 273--303 (2017; Zbl 1373.60107) Full Text: DOI arXiv
Betz, Volker; Le Roux, Stéphane Multi-scale metastable dynamics and the asymptotic stationary distribution of perturbed Markov chains. (English) Zbl 1348.60107 Stochastic Processes Appl. 126, No. 11, 3499-3526 (2016). MSC: 60J10 60F05 60J22 65C40 PDFBibTeX XMLCite \textit{V. Betz} and \textit{S. Le Roux}, Stochastic Processes Appl. 126, No. 11, 3499--3526 (2016; Zbl 1348.60107) Full Text: DOI arXiv
Azaïs, Jean-Marc; Pham, Viet-Hung Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets. (English) Zbl 1335.60078 Stochastic Processes Appl. 126, No. 5, 1385-1411 (2016). MSC: 60G70 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{J.-M. Azaïs} and \textit{V.-H. Pham}, Stochastic Processes Appl. 126, No. 5, 1385--1411 (2016; Zbl 1335.60078) Full Text: DOI arXiv
Wade, Andrew R.; Xu, Chang Convex hulls of random walks and their scaling limits. (English) Zbl 1322.60052 Stochastic Processes Appl. 125, No. 11, 4300-4320 (2015). MSC: 60G50 60D05 60F17 60F05 60J65 PDFBibTeX XMLCite \textit{A. R. Wade} and \textit{C. Xu}, Stochastic Processes Appl. 125, No. 11, 4300--4320 (2015; Zbl 1322.60052) Full Text: DOI arXiv
Knopova, Victoria; Schilling, René L. On the small-time behaviour of Lévy-type processes. (English) Zbl 1309.60027 Stochastic Processes Appl. 124, No. 6, 2249-2265 (2014). MSC: 60F15 60G51 60J35 60J75 60H10 35S05 PDFBibTeX XMLCite \textit{V. Knopova} and \textit{R. L. Schilling}, Stochastic Processes Appl. 124, No. 6, 2249--2265 (2014; Zbl 1309.60027) Full Text: DOI arXiv
Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. (English) Zbl 1316.60054 Stochastic Processes Appl. 123, No. 11, 4111-4127 (2013). MSC: 60G22 60G70 60G15 60G60 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Stochastic Processes Appl. 123, No. 11, 4111--4127 (2013; Zbl 1316.60054) Full Text: DOI arXiv
Liu, Wei; Röckner, Michael; Zhu, Xiang-Chan Large deviation principles for the stochastic quasi-geostrophic equations. (English) Zbl 1291.60133 Stochastic Processes Appl. 123, No. 8, 3299-3327 (2013). MSC: 60H15 60F10 35K55 35Q86 PDFBibTeX XMLCite \textit{W. Liu} et al., Stochastic Processes Appl. 123, No. 8, 3299--3327 (2013; Zbl 1291.60133) Full Text: DOI arXiv
Tan, Xiaoqian; Knessl, Charles; Yang, Yongzhi (Peter) On finite capacity queues with time dependent arrival rates. (English) Zbl 1295.60104 Stochastic Processes Appl. 123, No. 6, 2175-2227 (2013). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{X. Tan} et al., Stochastic Processes Appl. 123, No. 6, 2175--2227 (2013; Zbl 1295.60104) Full Text: DOI
Budhiraja, Amarjit; Chen, Jiang; Dupuis, Paul Large deviations for stochastic partial differential equations driven by a Poisson random measure. (English) Zbl 1259.60065 Stochastic Processes Appl. 123, No. 2, 523-560 (2013). MSC: 60H15 60F10 37L55 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Stochastic Processes Appl. 123, No. 2, 523--560 (2013; Zbl 1259.60065) Full Text: DOI arXiv
Blanchet, Jose; Lam, Henry; Zwart, Bert Efficient rare-event simulation for perpetuities. (English) Zbl 1254.65019 Stochastic Processes Appl. 122, No. 10, 3361-3392 (2012). MSC: 65C60 65C40 60J22 62D05 62F10 PDFBibTeX XMLCite \textit{J. Blanchet} et al., Stochastic Processes Appl. 122, No. 10, 3361--3392 (2012; Zbl 1254.65019) Full Text: DOI arXiv
Figueroa-López, José E.; Gong, Ruoting; Houdré, Christian Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps. (English) Zbl 1244.91089 Stochastic Processes Appl. 122, No. 4, 1808-1839 (2012). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91G20 60F99 60G51 60J60 PDFBibTeX XMLCite \textit{J. E. Figueroa-López} et al., Stochastic Processes Appl. 122, No. 4, 1808--1839 (2012; Zbl 1244.91089) Full Text: DOI arXiv
Foss, Sergey G.; Puhalskii, Anatolii A. On the limit law of a random walk conditioned to reach a high level. (English) Zbl 1225.60076 Stochastic Processes Appl. 121, No. 2, 288-313 (2011). MSC: 60G50 60F05 PDFBibTeX XMLCite \textit{S. G. Foss} and \textit{A. A. Puhalskii}, Stochastic Processes Appl. 121, No. 2, 288--313 (2011; Zbl 1225.60076) Full Text: DOI arXiv
Biswas, Anup; Budhiraja, Amarjit Exit time and invariant measure asymptotics for small noise constrained diffusions. (English) Zbl 1221.60035 Stochastic Processes Appl. 121, No. 5, 899-924 (2011). MSC: 60F10 60J60 60J25 PDFBibTeX XMLCite \textit{A. Biswas} and \textit{A. Budhiraja}, Stochastic Processes Appl. 121, No. 5, 899--924 (2011; Zbl 1221.60035) Full Text: DOI
Dȩbicki, K.; Kosiński, K. M.; Mandjes, M.; Rolski, T. Extremes of multidimensional Gaussian processes. (English) Zbl 1214.60010 Stochastic Processes Appl. 120, No. 12, 2289-2301 (2010). Reviewer: Michael Falk (Würzburg) MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 120, No. 12, 2289--2301 (2010; Zbl 1214.60010) Full Text: DOI arXiv Link
Lan, Xiaohong; Marinucci, Domenico On the dependence structure of wavelet coefficients for spherical random fields. (English) Zbl 1177.60053 Stochastic Processes Appl. 119, No. 10, 3749-3766 (2009). MSC: 60G60 62M40 42C40 42C10 PDFBibTeX XMLCite \textit{X. Lan} and \textit{D. Marinucci}, Stochastic Processes Appl. 119, No. 10, 3749--3766 (2009; Zbl 1177.60053) Full Text: DOI arXiv
Wade, Andrew R. Asymptotic theory for the multidimensional random on-line nearest-neighbour graph. (English) Zbl 1163.60005 Stochastic Processes Appl. 119, No. 6, 1889-1911 (2009). MSC: 60D05 60F25 90B15 05C80 PDFBibTeX XMLCite \textit{A. R. Wade}, Stochastic Processes Appl. 119, No. 6, 1889--1911 (2009; Zbl 1163.60005) Full Text: DOI arXiv Link
Gloter, Arnaud; Sørensen, Michael Estimation for stochastic differential equations with a small diffusion coefficient. (English) Zbl 1157.62055 Stochastic Processes Appl. 119, No. 3, 679-699 (2009). MSC: 62M05 62F12 65C60 PDFBibTeX XMLCite \textit{A. Gloter} and \textit{M. Sørensen}, Stochastic Processes Appl. 119, No. 3, 679--699 (2009; Zbl 1157.62055) Full Text: DOI
Zhang, Yi; Shen, Xinmei; Weng, Chengguo Approximation of the tail probability of randomly weighted sums and applications. (English) Zbl 1271.62030 Stochastic Processes Appl. 119, No. 2, 655-675 (2009). MSC: 62E20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Stochastic Processes Appl. 119, No. 2, 655--675 (2009; Zbl 1271.62030) Full Text: DOI
Fleischmann, Klaus; Mörters, Peter; Wachtel, Vitali Moderate deviations for a random walk in random scenery. (English) Zbl 1157.60020 Stochastic Processes Appl. 118, No. 10, 1768-1802 (2008). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60F10 60K37 PDFBibTeX XMLCite \textit{K. Fleischmann} et al., Stochastic Processes Appl. 118, No. 10, 1768--1802 (2008; Zbl 1157.60020) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Kisowski, Paweł Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes. (English) Zbl 1151.60325 Stochastic Processes Appl. 118, No. 11, 2022-2037 (2008). MSC: 60G15 60G70 68M20 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{P. Kisowski}, Stochastic Processes Appl. 118, No. 11, 2022--2037 (2008; Zbl 1151.60325) Full Text: DOI
Croydon, David; Hambly, Ben Self-similarity and spectral asymptotics for the continuum random tree. (English) Zbl 1143.60012 Stochastic Processes Appl. 118, No. 5, 730-754 (2008). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60D05 60J35 35P20 28A80 31C25 PDFBibTeX XMLCite \textit{D. Croydon} and \textit{B. Hambly}, Stochastic Processes Appl. 118, No. 5, 730--754 (2008; Zbl 1143.60012) Full Text: DOI arXiv
Sei, Tomonari Local asymptotic mixed normality of transformed Gaussian models for random fields. (English) Zbl 1107.62103 Stochastic Processes Appl. 117, No. 3, 375-398 (2007). MSC: 62M40 PDFBibTeX XMLCite \textit{T. Sei}, Stochastic Processes Appl. 117, No. 3, 375--398 (2007; Zbl 1107.62103) Full Text: DOI
Fleischmann, Klaus; Wachtel, Vitali Large scale localization of a spatial version of Neveu’s branching process. (English) Zbl 1107.60052 Stochastic Processes Appl. 116, No. 7, 983-1011 (2006). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J80 60G57 PDFBibTeX XMLCite \textit{K. Fleischmann} and \textit{V. Wachtel}, Stochastic Processes Appl. 116, No. 7, 983--1011 (2006; Zbl 1107.60052) Full Text: DOI
Tang, Qihe; Tsitsiashvili, Gurami Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (English) Zbl 1075.91563 Stochastic Processes Appl. 108, No. 2, 299-325 (2003). MSC: 91B30 60K99 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Stochastic Processes Appl. 108, No. 2, 299--325 (2003; Zbl 1075.91563) Full Text: DOI
Aaronson, Jon; Nakada, Hitoshi Trimmed sums for non-negative, mixing stationary processes. (English) Zbl 1075.60511 Stochastic Processes Appl. 104, No. 2, 173-192 (2003). MSC: 60F15 60G10 37A30 PDFBibTeX XMLCite \textit{J. Aaronson} and \textit{H. Nakada}, Stochastic Processes Appl. 104, No. 2, 173--192 (2003; Zbl 1075.60511) Full Text: DOI
Bonacich, Phillip; Liggett, Thomas M. Asymptotics of a matrix valued Markov chain arising in sociology. (English) Zbl 1075.60546 Stochastic Processes Appl. 104, No. 1, 155-171 (2003). Reviewer: Petr Volf (Praha) MSC: 60J10 60J20 91D10 91D30 PDFBibTeX XMLCite \textit{P. Bonacich} and \textit{T. M. Liggett}, Stochastic Processes Appl. 104, No. 1, 155--171 (2003; Zbl 1075.60546) Full Text: DOI
Dȩbicki, Krzysztof Ruin probability for Gaussian integrated processes. (English) Zbl 1059.60047 Stochastic Processes Appl. 98, No. 1, 151-174 (2002). MSC: 60G15 60G70 68M20 PDFBibTeX XMLCite \textit{K. Dȩbicki}, Stochastic Processes Appl. 98, No. 1, 151--174 (2002; Zbl 1059.60047) Full Text: DOI
Graham, Carl Sharp estimates and a central limit theorem for the invariant law for a large star-shaped loss network. (English) Zbl 1058.60088 Stochastic Processes Appl. 95, No. 2, 177-202 (2001). Reviewer: Martin Janžura (Praha) MSC: 60K35 60F05 60F10 68M10 90B18 PDFBibTeX XMLCite \textit{C. Graham}, Stochastic Processes Appl. 95, No. 2, 177--202 (2001; Zbl 1058.60088) Full Text: DOI
Mathieu, Pierre Limit theorems for diffusions with a random potential. (English) Zbl 0849.60090 Stochastic Processes Appl. 60, No. 1, 103-111 (1995). Reviewer: Gong Guanglu (Beijing) MSC: 60K35 60J70 PDFBibTeX XMLCite \textit{P. Mathieu}, Stochastic Processes Appl. 60, No. 1, 103--111 (1995; Zbl 0849.60090) Full Text: DOI
Arcones, Miguel A. Some strong limit theorems for M-estimators. (English) Zbl 0835.62050 Stochastic Processes Appl. 53, No. 2, 241-268 (1994). Reviewer: A.V.Bulinskij (Moskva) MSC: 62G20 62F12 60F17 62G30 PDFBibTeX XMLCite \textit{M. A. Arcones}, Stochastic Processes Appl. 53, No. 2, 241--268 (1994; Zbl 0835.62050) Full Text: DOI
Hjort, Nils Lid; Khasminskii, Rafail Z. On the time a diffusion process spends along a line. (English) Zbl 0781.60064 Stochastic Processes Appl. 47, No. 2, 229-247 (1993). MSC: 60J60 60J65 PDFBibTeX XMLCite \textit{N. L. Hjort} and \textit{R. Z. Khasminskii}, Stochastic Processes Appl. 47, No. 2, 229--247 (1993; Zbl 0781.60064) Full Text: DOI
Pittel, B. G. A process of runs and its convergence to the Brownian motion. (English) Zbl 0428.60014 Stochastic Processes Appl. 10, 33-48 (1980). MSC: 60C05 05A15 60F05 60J65 60E10 PDFBibTeX XMLCite \textit{B. G. Pittel}, Stochastic Processes Appl. 10, 33--48 (1980; Zbl 0428.60014) Full Text: DOI