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[1] Kôhei Uchiyama. Asymptotics of the densities of the first passage time distributions for Bessel diffusions. Trans. Amer. Math. Soc. 367 (2015) 2719-2742.
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[2] L. Alili and P. Patie. Boundary crossing identities for Brownian motion and some nonlinear ode's. Proc. Amer. Math. Soc. 142 (2014) 3811-3824.
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[3] J. Dhaene, A. Kukush and D. Linders. The multivariate Black \& Scholes market: conditions for completeness and no-arbitrage. Theor. Probability and Math. Statist. 88 (2014) 85-98.
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[4] Gerd Jensen, Christian Pommerenke and Jorge M. Ramírez. On the path properties of a lacunary power series. Proc. Amer. Math. Soc. 142 (2014) 1591-1606.
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[5] Michael Schröder. On three methods for analytic Laplace inversion in the framework of Brownian motion and their excursions. Quart. Appl. Math. 71 (2013) 549-572.
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[6] Il Yoo, Bong Jin Kim and Byoung Soo Kim. A change of scale formula for a function space integral on $C_{a,b}[0,T]$. Proc. Amer. Math. Soc. 141 (2013) 2729-2739.
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[7] Georgiĭ Shevchenko. On a constant related to American type options. Theor. Probability and Math. Statist. 82 (2011) 171-175. MR 2790492.
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[8] V. P. Zubchenko. Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitzian diffusion, and Poisson measures. Theor. Probability and Math. Statist. 82 (2011) 11-26. MR 2790480.
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[9] Tonći Antunović, Yuval Peres and Brigitta Vermesi. Brownian motion with variable drift can be space filling. Proc. Amer. Math. Soc. 139 (2011) 3359-3373. MR 2811290.
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[10] Ya. M. Khusanbaev. Some limit theorems for controlled branching processes. Theor. Probability and Math. Statist. 81 (2010) 51-58. MR 2667309.
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[11] Gregory F. Lawler. Martingales. The Student Mathematical Library 55 (2010) 101-133.
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[12] Gregory F. Lawler. Random walk and discrete heat equation. The Student Mathematical Library 55 (2010) 1-48.
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[13] Gregory F. Lawler. Brownian motion and the heat equation. The Student Mathematical Library 55 (2010) 49-99.
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[14] Gregory F. Lawler. Random Walk and the Heat Equation. The Student Mathematical Library 55 (2010) MR MR2732325.
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[15] Gregory F. Lawler. Fractal dimension. The Student Mathematical Library 55 (2010) 135-154.
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[16] V. P. Zubchenko and Yu. S. Mishura. Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Theor. Probability and Math. Statist. 80 (2010) 47-59. MR 2541951.
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[17] Thomas M. Liggett. Appendix. Graduate Studies in Mathematics 113 (2010) 247-266.
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[18] Thomas M. Liggett. Feller processes. Graduate Studies in Mathematics 113 (2010) 91-132.
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[19] Thomas M. Liggett. One-dimensional Brownian motion. Graduate Studies in Mathematics 113 (2010) 1-55.
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[20] Thomas M. Liggett. Continuous time Markov chains. Graduate Studies in Mathematics 113 (2010) 57-90.
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[21] Thomas M. Liggett. Continuous Time Markov Processes. Graduate Studies in Mathematics 113 (2010) MR MR2574430.
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[22] Thomas M. Liggett. Stochastic integration. Graduate Studies in Mathematics 113 (2010) 193-226.
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[23] Thomas M. Liggett. Interacting particle systems. Graduate Studies in Mathematics 113 (2010) 133-192.
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[24] Thomas M. Liggett. Multi-dimensional Brownian motion and the Dirichlet problem. Graduate Studies in Mathematics 113 (2010) 227-246.
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[25] Julie O'Donovan. Brownian motion in a ball in the presence of spherical obstacles. Proc. Amer. Math. Soc. 138 (2010) 1711-1720. MR 2587456.
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[26] Ross G. Pinsky. Spectral analysis of a class of nonlocal elliptic operators related to Brownian motion with random jumps. Trans. Amer. Math. Soc. 361 (2009) 5041-5060. MR 2506436.
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[27] T. Byczkowski, J. Małecki and M. Ryznar. Bessel potentials, hitting distributions and Green functions. Trans. Amer. Math. Soc. 361 (2009) 4871-4900. MR 2506430.
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[28] Boris Baeumer, Mark M. Meerschaert and Erkan Nane. Brownian subordinators and fractional Cauchy problems. Trans. Amer. Math. Soc. 361 (2009) 3915-3930. MR 2491905.
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[29] S. V. Posashkov. The optimal hedging price of a European type contingent claim. Theor. Probability and Math. Statist. 77 (2008) 147-154. MR 2432778.
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[30] N. Chernov and D. Dolgopyat. Brownian Brownian motion. I. Memoirs of the AMS 198 (2009) MR 2499824.
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Results: 1 to 30 of 244 found      Go to page: 1 2 3 4 > >>