On Kac functionals of one-dimensional diffusions
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Publication:1081215
DOI10.1016/0304-4149(86)90115-8zbMath0601.60077MaRDI QIDQ1081215
Publication date: 1986
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(86)90115-8
60J65: Brownian motion
60J60: Diffusion processes
60J57: Multiplicative functionals and Markov processes
Related Items
On absolute continuity and singularity of multidimensional diffusions, Divergence, convergence and moments of some integral functionals of diffusions
Cites Work
- The spectral decomposition of a diffusion hitting time
- On the asymptotic behavior of the solutions of second order linear differential equations
- Disconjugacy
- The parabolic differential equations and the associated semigroups of transformation
- On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
- Kac functional and Schrödinger equation
- Classes of infinitely divisible distributions and densities
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