STOCHASTIC PROCESSES IN RANDOM MEDIA: AN APPROACH USING INT ERSECTION LOCAL TIMES

  • Morters, Peter (PI)

Project: Research council

Project Details

StatusFinished
Effective start/end date1/04/0530/04/08

Funding

  • Engineering and Physical Sciences Research Council

Research Output

Convexity and smoothness of scale functions and de Finetti's control problem

Kyprianou, A. E., Rivero, V. & Song, R. M., Jun 2010, In : Journal of Theoretical Probability. 23, 2, p. 547-564 18 p.

Research output: Contribution to journalArticle

  • 21 Citations (Scopus)

    Hausdorff dimension of the double points on the Brownian frontier

    Kiefer, R. & Mörters, P., Jun 2010, In : Journal of Theoretical Probability. 23, 2, p. 605-623 19 p.

    Research output: Contribution to journalArticle

  • Trap models with vanishing drift: Scaling limits and ageing regimes

    Gantert, N., Morters, P. & Wachtel, V., 2010, In : ALEA Latin American Journal of Probability and Mathematical Statistics. 7, p. 477-501 25 p.

    Research output: Contribution to journalArticle

    Open Access
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