On time inversion of one-dimensional diffusion processes
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Cites work
- scientific article; zbMATH DE number 3206627 (Why is no real title available?)
- scientific article; zbMATH DE number 3077993 (Why is no real title available?)
- scientific article; zbMATH DE number 3085348 (Why is no real title available?)
- Bessel diffusions as a one-parameter family of diffusion processes
Cited in
(34)- On the tail ?-field and the minimal parabolic functions for one-dimensional quasi-diffusions
- Multiplier theorems via martingale transforms
- On first range times of linear diffusions
- On the semi-group of a scaled skew Bessel process
- Feller property of skew product diffusion processes
- Pathological birth-and-death processes and the spectral theory of strings
- On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero
- Penalisations of multidimensional Brownian motion, VI
- Markovian bridges: weak continuity and pathwise constructions
- Convergence of time changed skew product diffusion processes
- Mosco-convergence and Wiener measures for conductive thin boundaries
- Asymptotic behavior of spectral measures of Krein's and Kotani's strings
- Some asymptotic properties of the transition densities of one-dimensional quasidiffusions
- Ray-Knight compactification of birth and death processes
- Shiga-Watanabe's time inversion property for self-similar diffusion processes
- On generalization of quasidiffusions
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
- Bessel process and conformal quantum mechanics
- A decomposition of Bessel Bridges
- Some new examples of Markov processes which enjoy the time-inversion property
- Spectral theory of a string
- Bessel bridges decomposition with varying dimension: applications to finance
- Independent factorization of the last zero arcsine law for Bessel processes with drift
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance
- A remark about the norm of a Brownian bridge
- The classical bi-Poisson process: an invertible quadratic harness
- Towards a characterization of Markov processes enjoying the time-inversion property
- Conditional processes induced by birth and death processes
- On the singular values of complex matrix Brownian motion with a matrix drift
- Convergence of one-dimensional diffusion processes to a jump process related to population genetics
- Mixing markovian laws; with an application to path decompositions†
- Time inversion property for rotation invariant self-similar diffusion processes
- Some explicit Krein representations of certain subordinators, including the gamma process
- One-dimensional diffusions with discontinuous scale
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