Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations
DOI10.1002/MANA.3211480102zbMATH Open0735.60081OpenAlexW2028454313MaRDI QIDQ3971453FDOQ3971453
Authors: Heinz Langer, Wilfried Schenk 
Publication date: 25 June 1992
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.3211480102
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Cites Work
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- Some transformations of diffusions by time reversal
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Cited In (25)
- One-dimensional bi-generalized diffusion processes
- A Schrödinger operator with a δ′‐interaction on a Cantor set and Krein–Feller operators
- Title not available (Why is that?)
- Compressed resolvents and reduction of spectral problems on star graphs
- On the transition densities for reflected diffusions
- On the Matrix Spectral Function of a Generalized Second‐Order Differential Operator in a Ramified Space
- Feynman-Kac theorems for generalized diffusions
- \(h\) transform of one-dimensional generalized diffusion operators
- Dirichlet forms for singular one-dimensional operators and on graphs
- A Class of Infinitesimal Generators and Time Reversal for the Corresponding One‐Dimensional Markov Processes
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
- Time Reversal for Gap Diffusions with Nonlocal Boundary Conditions
- Multivariate subordination of Markov processes with financial applications
- Markov processes conditioned on their location at large exponential times
- On occupation time functionals for diffusion processes and birth-and-death processes on graphs
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
- Title not available (Why is that?)
- Dirichlet forms for singular diffusion in higher dimensions
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing
- On a class of integral systems
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the maximum increase and decrease of one-dimensional diffusions
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales
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