Diffusion occupation time before exiting (Q2259237): Difference between revisions

@@ Property / author @@
+Ying-qiu Li
@@ Property / author: Ying-qiu Li / rank @@
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@@ Property / author @@
+Xiao-Wen Zhou
@@ Property / author: Xiao-Wen Zhou / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11464-014-0402-6
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@@ Property / OpenAlex ID @@
+W1988640380
@@ Property / OpenAlex ID: W1988640380 / rank @@
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@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+The Confluent Hypergeometric Function
@@ Property / cites work: The Confluent Hypergeometric Function / rank @@
+Normal rank
@@ Property / cites work @@
+The First Passage Problem for a Continuous Markov Process
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@@ Property / cites work @@
+Diffusion Processes in One Dimension
@@ Property / cites work: Diffusion Processes in One Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
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@@ Property / cites work @@
+Q4772511
@@ Property / cites work: Q4772511 / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
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@@ Property / cites work @@
+Q3344924
@@ Property / cites work: Q3344924 / rank @@
+Normal rank
@@ Property / cites work @@
+On the constructions of the skew Brownian motion
@@ Property / cites work: On the constructions of the skew Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+The Joint Laplace Transforms for Diffusion Occupation Times
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@@ Property / cites work @@
+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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@@ Property / cites work @@
+Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
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@@ Property / cites work @@
+Probability theory III. Stochastic calculus. Transl. from the Russian by P. B. Slater
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@@ Property / cites work @@
+Diffusion processes with continuous coefficients, I
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