Eigentime identity for one-dimensional diffusion processes

DOI10.1239/JAP/1429282617MaRDI QIDQ5252247zbMATH OpenOpenAlexFDO

Authors Li-Juan Cheng, Yonghua Mao

Publication date 29 May 2015

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.jap/1429282617

zbMATH Keywords

diffusion processeseigentime identityhitting timestrong ergodicityuniform decay

Mathematics Subject Classification ID

Eigenvalue problems for linear operators (47A75) Diffusion processes (60J60)

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Cited in

(11)

• Eigentime identities of fractal sailboat networks
• Eigentime identities of flower networks with multiple branches
• A Hoeffding's inequality for uniformly ergodic diffusion process
• An absorbing eigentime identity
• EIGENTIME IDENTITIES OF FRACTAL FLOWER NETWORKS
• Eigentime identity of the weighted \((m,n)\)-flower networks
• On ergodic diffusions on continuous graphs whose centered resolvent admits a trace
• On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival
• Eigentime identity for asymmetric finite Markov chains
• Exit identities for diffusion processes observed at Poisson arrival times
• Eigentime identity for transient Markov chains

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