Hitting and martingale characterizations of one-dimensional diffusions

DOI10.1007/BF00533754MaRDI QIDQ5600221zbMATH OpenOpenAlexFDO

Authors Michael A. Arbib

Publication date 1965

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00533754

Cites work

• Elementary Solutions for Certain Parabolic Partial Differential Equations
• Expansions in Terms of Heat Polynomials and Associated Functions
• scientific article; zbMATH DE number 3052578 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Markov processes with identical hitting distributions

Cited in

(8)

• Conformal invariance of boundary touching loops of FK Ising model
• On a generalization of the theorem of p. levy
• Some Classes of Orthogonal Polynomials Associated with Martingales
• Explicit asymptotics on first passage times of diffusion processes
• The hitting characteristics of a strong Markov process, with applications to continuous martingales in 𝑅ⁿ
• Space-Time Processes, Parabolic Functions and One-Dimensional Diffusions
• Some characterizations for Markov processes at first passage
• A martingale characterization of the Wiener process

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