On the excursion theory for linear diffusions

DOI10.1007/s11537-007-0662-yzbMath1160.60024arXivmath/0612687OpenAlexW2059944731MaRDI QIDQ1000331

Pierre Vallois, Marc Yor, Paavo H. Salminen

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612687

zbMATH Keywords

local timelinear diffusionexcursionlast exit decomposition

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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