Characterizing all diffusions with the 2M-X property
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Publication:1154744
DOI10.1214/AOP/1176994362zbMATH Open0465.60063OpenAlexW2080874581MaRDI QIDQ1154744FDOQ1154744
Authors: L. C. G. Rogers
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994362
Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)
Cited In (5)
- Some penalisations of the Wiener measure
- Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings
- A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)
- Discrete integrable systems and Pitman's transformation
- Mixing markovian laws; with an application to path decompositions†
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