Counting excursions: symmetries, knock-ins and non-linear formula for Itô-McKean diffusions (Q5856500)
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scientific article; zbMATH DE number 7328133
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| English | Counting excursions: symmetries, knock-ins and non-linear formula for Itô-McKean diffusions |
scientific article; zbMATH DE number 7328133 |
Statements
26 March 2021
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linear diffusion
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local time
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excursions of Markov processes
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counting excursions technique
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convolutions of locally integrable functions and measures
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0.742221474647522
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0.7267125248908997
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0.711422324180603
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