A density formula for the law of time spent on the positive side of one-dimensional diffusion processes

DOI10.1215/KJM/1250281657MaRDI QIDQ2494639zbMATH OpenOpenAlexFDO

Authors Shinzo Watanabe, Kouji Yano, Yuko Yano

Publication date 14 July 2006

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250281657

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cited in

(9)

• Statistical estimation of the oscillating Brownian motion
• Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets
• On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes
• Asymptotic behavior of spectral measures of Krein's and Kotani's strings
• On occupation times of one-dimensional diffusions
• On the joint law of the occupation times for a diffusion process on multiray
• Dirichlet heat kernel estimates for rotationally symmetric Lévy processes
• Space-time boundedness and asymptotic behaviors of the densities of \textit{CME}-subordinators
• Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions

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