From post

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes., и . Period. Math. Hung., 62 (1): 75-101 (2011)On Busy Periods of the Unbounded Brownian Storage., и . Queueing Syst. Theory Appl., 39 (4): 317-333 (2001)A Storage Process with Local Time Input., , и . Queueing Syst. Theory Appl., 46 (3-4): 557-577 (2004)Handbook of Brownian motion: facts and formulae, и . Springer, (2002)On the distribution of supremum of diffusion local time. Statistics & Probability Letters, 18 (3): 219--225 (15.10.1993)An occupation time identity for reflecting Brownian motion with drift., и . Period. Math. Hung., 50 (1-2): 189-198 (2005)Timing in the presence of directional predictability: optimal stopping of skew Brownian motion., и . Math. Methods Oper. Res., 86 (2): 377-400 (2017)On first exit times and their means for Brownian bridges., , и . J. Appl. Probab., 56 (3): 701-722 (2019)On a First Passage Problem for Branching Brownian Motions, и . Ann. Appl. Probab., 3 (1): 173--185 (февраля 1993)A ratio limit theorem for erased branching Brownian motion. Stochastic Processes and their Applications, 41 (2): 215--222 (июня 1992)