Excessive measures for linear diffusions

DOI10.1016/J.SPL.2017.11.010MaRDI QIDQ1650308zbMATH OpenOpenAlexFDO

Authors Yuncong Shen, Jiangang Ying

Publication date 3 July 2018

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2017.11.010

zbMATH Keywords

linear diffusionsexcessive measures

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

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Cites work

• scientific article; zbMATH DE number 5991387 (Why is no real title available?)
• scientific article; zbMATH DE number 3671443 (Why is no real title available?)
• scientific article; zbMATH DE number 1350306 (Why is no real title available?)
• scientific article; zbMATH DE number 1478492 (Why is no real title available?)
• scientific article; zbMATH DE number 3447884 (Why is no real title available?)
• Essentials of stochastic processes. Translated from the 1957 Japanese original.
• Excessive measures and Markov processes with random birth and death
• Markov Processes, Brownian Motion, and Time Symmetry
• Recurrence and transience of Gaussian diffusion processes

Cited in

(1)

• One-dimensional diffusion and stochastic differential equation

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