One-dimensional diffusions and their exit spaces.

DOI10.7146/MATH.SCAND.A-12054MaRDI QIDQ3221145zbMATH OpenOpenAlexFDO

Authors Paavo Salminen

Publication date 1984

Published in MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/166892

zbMATH Keywords

excessive functionlocal timeMartin boundaryminimal excessive transformsreversal properties

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55) Diffusion processes (60J60)

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Cited in

(19)

• Domination of last exit distributions
• Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary
• A Lévy-type characterization of one-dimensional diffusions
• Classification of killed one-dimensional diffusions.
• Time and place of the maximum for one-dimensional diffusion bridges and meanders
• On the optimal stopping problem for one-dimensional diffusions.
• One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary
• On inversions and Doob h-transforms of linear diffusions
• On h-transforms of one-dimensional diffusions stopped upon hitting zero
• Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations
• scientific article; zbMATH DE number 1225453 (Why is no real title available?)
• Optimal prediction of the last r-excursion time of Brownian motion models
• Last exit time until first exit time for spectrally negative Lévy processes
• Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
• On decomposition of the last passage time of diffusions
• Excursions of diffusion processes and continued fractions
• Stopping times in the filtration of a Brownian motion stopped at its last passage time
• Time reversal and last passage time of diffusions with applications to credit risk management
• Excursion measure away from an exit boundary of one-dimensional diffusion processes

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