One-dimensional diffusions with discontinuous scale

DOI10.1007/BF00534342MaRDI QIDQ3051183zbMATH OpenOpenAlexFDO

Authors D. Schütze

Publication date 1979

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00534342

zbMATH Keywords

diffusiondiscontinuous scaleinfinitesimal generatorquasi-diffusion processstopping timestrong Markov property

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Cites work

• scientific article; zbMATH DE number 3543414 (Why is no real title available?)
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• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• Limit theorems for random walks, birth and death processes, and diffusion processes
• MARKOV Processes in General State Spaces (Part VI)
• Markov processes: Ray processes and right processes
• On the spectral functions of the string
• On time inversion of one-dimensional diffusion processes
• Über eine Klasse eindimensionaler Markovprozesse
• Über verallgemeinerte gewöhnliche Differentialoperatoren mit nicht- lokalen Randbedingungen und die von ihnen erzeugten Markov-Prozesse

Cited in

(3)

• On the restriction of a right process outside a negligible set
• Dirichlet form approach to one-dimensional Markov processes with discontinuous scales
• Birth-death processes are time-changed Feller's Brownian motions

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