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Publications by GREG MARKOWSKY

Birth–death Chains and the Local Time of Brownian Motion

Bulletin of the Australian Mathematical Society
Mathematics
2011English

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On the Increments of the Principal Value of Brownian Motion Local Time

International Journal of Contemporary Mathematical Sciences
2007English

Weighted Local Time for Fractional Brownian Motion and Applications to Finance

Stochastic Analysis and Applications
UncertaintyApplied MathematicsStatisticsProbability
2005English

Electrical Noise, Brownian Motion and the Arrow of Time

Journal of Modern Physics
2015English

Limiting Laws Associated With Brownian Motion Perturbed by Its Maximum, Minimum and Local Time, II

Studia Scientiarum Mathematicarum Hungarica
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2006English

Hitting Time and Place of Brownian Motion With Drift

The Open Statistics & Probability Journal
2009English

Controlling the Time Discretization Bias for the Supremum of Brownian Motion

ACM Transactions on Modeling and Computer Simulation
ModelingComputer Science ApplicationsSimulation
2018English

Alternative Frequency and Time Domain Versions of Fractional Brownian Motion

Econometric Theory
EconomicsEconometricsSocial Sciences
2007English

Brownian and Quantum Motion

Nature
Multidisciplinary
1984English

The Mössbauer Effect and Brownian Motion

Le Journal de Physique Colloques
1974English

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