On the distribution of integral functionals of a homogeneous diffusion process

DOI10.15559/VMSTA-2014.10MaRDI QIDQ341080zbMATH OpenOpenAlexFDO

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

Publication date 16 November 2016

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15559/vmsta-2014.10

zbMATH Keywords

momentsintegral functionaldistribution of local timeexponential moments and potentialshomogeneous transient diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Recommendations

• On the distribution of a local time of a homogeneous diffusion process
• On distributions of integral functionals of diffusions stopped at inverse range time
• Distributions of functionals of diffusions with jumps
• scientific article; zbMATH DE number 3883354
• scientific article; zbMATH DE number 5029465

Cites work

• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• scientific article; zbMATH DE number 192938 (Why is no real title available?)
• scientific article; zbMATH DE number 3447884 (Why is no real title available?)
• A note on a.s. finiteness of perpetual integral functionals of diffusions
• Convergence of integral functionals of one-dimensional diffusions
• Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
• Properties of perpetual integral functionals of Brownian motion with drift

Cited in

(14)

• On the upper rate functions of some time inhomogeneous diffusion processes
• Homogenization of a diffusion process in a divergence-free random field
• The rate function of hypoelliptic diffusions
• scientific article; zbMATH DE number 3956159 (Why is no real title available?)
• On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain
• Divergence, convergence and moments of some integral functionals of diffusions
• On moments of integral exponential functionals of additive processes
• scientific article; zbMATH DE number 1833752 (Why is no real title available?)
• Upper and lower functions for diffusion processes
• On the distribution of a local time of a homogeneous diffusion process
• scientific article; zbMATH DE number 3883354 (Why is no real title available?)
• Rates of convergence of diffusions with drifted Brownian potentials
• Homogenization for a class of integral functionals in spaces of probability measures
• Distribution of integral functionals of Gaussian diffusion bridges

This page was built for publication: On the distribution of integral functionals of a homogeneous diffusion process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q341080)