scientific article; zbMATH DE number 7328133

zbMath1469.60246MaRDI QIDQ5856500

Maciej Wiśniewolski

Publication date: 26 March 2021

Full work available at URL: http://alea.impa.br/articles/v18/18-16.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local timelinear diffusionexcursions of Markov processesconvolutions of locally integrable functions and measurescounting excursions technique

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35)

Cites Work

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• Numerical methods for Volterra integral equations of the first kind
• On Linear Volterra Integral Equations of Convolution Type
• Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹

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