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A Diffusion Process with a Random Potential Consisting of Two Contracted Self-Similar Processes
Project Euclid | 2018|Keywords: 60J60 -
A Diffusion Process with a Brownian Potential Including a Zero Potential Part
Project Euclid | 2015|Keywords: 60J60 -
A Diffusion Process with a Brownian Potential Including a Zero Potential Part
Online Contents | 2015|Keywords: 60J60 -
A remark on conditions that a diffusion in the natural scale is a martingale
Project Euclid | 2018|Keywords: 60J60 -
Precise Asymptotic Formulae for the First Hitting Times of Bessel Processes
Project Euclid | 2018|Keywords: 60J60 -
Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions
Project Euclid | 2016|Keywords: 60J60 -
The gambler’s ruin problem for a Markov chain related to the Bessel process
Elsevier | 2008|Keywords: 60J60 -
Noise-vanishing concentration and limit behaviors of periodic probability solutions
Project Euclid | 2020|Keywords: 60J60 -
Asymptotic behavior of spectral measures of Krein’s and Kotani’s strings
Project Euclid | 2010|Keywords: 60J60 -
Erratum: Multivariate Stein factors for a class of strongly log-concave distributions
Project Euclid | 2016|Keywords: 60J60 -
A density formula for the law of time spent on the positive side of one-dimensional diffusion processes
Project Euclid | 2005|Keywords: 60J60 -
A Trotter-type theorem for nonlinear stochastic equations in variational formulation and homogenization
Project Euclid | 2011|Keywords: 60J60 -
Krein’s strings whose spectral functions are of polynomial growth
Project Euclid | 2013|Keywords: 60J60 -
Degenerate-elliptic operators in mathematical finance and higher-order regularity for solutions to variational equations
Project Euclid | 2015|Keywords: 60J60 -
Basic properties of Brownian motion and a capacity on the Wiener space
Project Euclid | 1984|Keywords: 60J60 -
Asymptotic arc-sine laws for finite-dimensional interacting diffusions
Project Euclid | 2007|Keywords: 60J60
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