Many maximum excursions for elliptic diffusion processes

MaRDI QIDQ3367247zbMATH OpenFDO

Authors Zhonghai Wang, Jingkai Lu

Publication date 24 January 2006

zbMATH Keywords

\(k\)th momentfirst hitting timelast exit timestrong Markov property

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

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(3)

• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• An estimate on the distribution and moments of the last exit time of an elliptic diffusion process
• Excursion processes associated with elliptic combinatorics

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