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Upper tails of self-intersection local times of random walks: survey of proof techniques
self-intersection random walks
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2010/11/19
The asymptotics of the probability that the self-intersection local time of a random walk on $\Z^d$ exceeds its expectation by a large amount is a fascinating subject because of its relation to some ...
On the range, local times and periodicity of random walk on an interval
range random walk local times periodicity
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2010/12/9
The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with N locations are considered. Several results on asymptotic dist...
Occupation and Local Times for Skew Brownian Motion with Applications to Dispersion Across an Interface
Skew Brownian motion advection-diffusion local time
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2010/12/14
Advective skew dispersion is a natural Markov process defined by a diffusion with drift across an interface of jump discontinuity in a piecewise constant diffusion coefficient.
On Some Inequalities of Local Times of Iterated Stochastic Integrals
Continuous local martingale Continuous semimartingale Iterated stochastic integrals Local time Random time Burkholder-Davis-Gundy inequalities Barlow-Yor inequalities
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2008/6/27
On Some Inequalities of Local Times of Iterated Stochastic Integrals.