Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations

DOI10.1002/MANA.3211480102MaRDI QIDQ3971453zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

spectral theoryHille-Yosida theoremtime reversed processgap diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) General theory of ordinary differential operators (47E05)

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• Asymptotic behavior of elementary solutions of one-dimensional generalized diffusion equations
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• Some transformations of diffusions by time reversal

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• 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
• Dirichlet forms for singular diffusion in higher dimensions
• scientific article; zbMATH DE number 4184573 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3953997 (Why is no real title available?)
• On the maximum increase and decrease of one-dimensional diffusions
• scientific article; zbMATH DE number 953305 (Why is no real title available?)

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