8 citations · 12 across the 4 of their papers we have counts for
4 papers
Exit densities of Super--Brownian motion as extreme X-harmonic functions
A. Deniz Sezer
Let be a super-Brownian motion (SBM) defined on a domain and be its exit measures indexed by sub-domains of . The relationship between the equation $1…
Moment densities of super-Brownian motion, and a Harnack estimate for a class of X-harmonic functions
Thomas S. Salisbury, A. Deniz Sezer
This paper features a comparison inequality for the densities of the moment measures of super-Brownian motion. These densities are defined recursively for each in terms o…
Conditioning super-Brownian motion on its boundary statistics, and fragmentation
Thomas S. Salisbury, A. Deniz Sezer
We condition super-Brownian motion on "boundary statistics" of the exit measure from a bounded domain . These are random variables defined on an auxiliary probability spac…
Filtration shrinkage by level-crossings of a diffusion
A. Deniz Sezer
We develop the mathematics of a filtration shrinkage model that has recently been considered in the credit risk modeling literature. Given a finite collection of points $x_1<...<x_…