On the distribution of a local time of a homogeneous diffusion process

MaRDI QIDQ5395810zbMATH OpenFDO

Authors M. O. Perestyuk, Yuliya S. Mishura, G. M. Shevchenko

Publication date 17 February 2014

zbMATH Keywords

exponential distributionhomogeneous diffusion processlocal time

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Diffusion processes (60J60)

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(19)

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• A property of distributions of diffusion processes
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• Time homogeneous diffusion with drift and killing to meet a given marginal
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• On the distribution of integral functionals of a homogeneous diffusion process
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• The local time distribution of a particle diffusing on a graph
• The Wronskian parametrises the class of diffusions with a given distribution at a random time
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• Local Sojourn Time of Diffusion and Degenerating Processeson a Mobile Surface
• Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems
• Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
• On bivariate distributions of the local time of Itô-McKean diffusions
• Limit law of the local time for Brox's diffusion
• On the time a diffusion process spends along a line

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