On occupation times of one-dimensional diffusions
From MaRDI portal
Publication:2031021
DOI10.1007/S10959-020-00993-3zbMath1483.60115arXiv1911.10839OpenAlexW3008720238MaRDI QIDQ2031021
David Stenlund, Paavo H. Salminen
Publication date: 8 June 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.10839
arcsine lawadditive functionalGreen kernelBrownian spideroscillating Brownian motionLamperti distribution
Factorials, binomial coefficients, combinatorial functions (05A10) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)
Related Items (2)
On the connection between Stirling numbers and Bessel numbers ⋮ Multilayer heat equations and their solutions via oscillating integral transforms
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On symmetric and skew Bessel processes
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface
- A scaling proof for Walsh's Brownian motion extended arc-sine law
- On the constructions of the skew Brownian motion
- On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- On the semi-group of a scaled skew Bessel process
- Statistical estimation of the oscillating Brownian motion
- On a generalized arc-sine law for one-dimensional diffusion processes
- Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
- Optimal stopping of oscillating Brownian motion
- On the joint law of the occupation times for a diffusion process on multiray
- A density formula for the law of time spent on the positive side of one-dimensional diffusion processes
- Two Notes on Notation
- Stochastic Calculus
- An Occupation Time Theorem for A Class of Stochastic Processes
- Brownian Motion
This page was built for publication: On occupation times of one-dimensional diffusions
