An Application of Time Reversal to Brownian Local Time

Brownian Excursion Conditioned on Its Local Time

Cyclically Stationary Brownian Local Time Processes

Local time processes parameterized by a circle, de ned by the occupation density up to time T of Brownian motion with constant drift on the circle, are studied for various random times T . While such processes are typically non-Markovian, their Laplace functionals are expressed by series formulae related to similar formulae for the Markovian local time processes subject to the Ray-Knight theore...

Local Time Flow Related to Skew Brownian Motion

We define a local time flow of skew Brownian motions, i.e., a family of solutions to the stochastic differential equation defining the skew Brownian motion, starting from different points but driven by the same Brownian motion. We prove several results on distributional and path properties of the flow. Our main result is a version of the RayKnight theorem on local times. In our case, however, t...

Real-Time Kinematic Network of Tehran, from Design to Application

Following the request of the Tehran municipality and in order to provide the spatial information required in their various projects, a real-time kinematic network has been designed for Tehran. Based on the existing measures such as the dilution of precision at the network point positions, two different designs have been proposed. A minimum number of six GNSS stations are used in both of the pro...

Time reversal and its application to tomography with diffracting sources.

An exact time-domain method is proposed to time reverse a transient scalar wave using only the field measured on an arbitrary closed surface enclosing the initial source. Under certain conditions, a time-reversed field can be approximated by retransmitting the measured signals in a reversed temporal order. Exact reconstruction for three-dimensional broadband diffraction tomography (a linearized...