Excursion measure away from an exit boundary of one-dimensional diffusion processes

DOI10.2977/PRIMS/1166642162MaRDI QIDQ863795zbMATH OpenOpenAlexWikidataFDO

Authors Kouji Yano

Publication date 1 February 2007

Published in Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2977/prims/1166642162

zbMATH Keywords

diffusion processPoisson point processlimit theoremstable processexcursion theoryKrein's spectral theory

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Diffusion processes (60J60) General spectral theory of ordinary differential operators (34L05) Stable stochastic processes (60G52) Sturm-Liouville theory (34B24)

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(16)

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• Generalized scale functions of standard processes with no positive jumps
• Semiclassical analysis and a new result in excursion theory
• Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
• On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero
• Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
• Itô's theory of excursion point processes and its developments
• Krein's strings with singular left boundary
• scientific article; zbMATH DE number 1536248 (Why is no real title available?)
• Time change approach to generalized excursion measures, and its application to limit theorems
• Weak convergence of \(h\)-transforms for one-dimensional diffusions
• Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
• Integral representations of certain measures in the one-dimensional diffusions excursion theory
• One-dimensional diffusions and their exit spaces.
• A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
• Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes

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