Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations
From MaRDI portal
Publication:3971453
DOI10.1002/mana.3211480102zbMath0735.60081OpenAlexW2028454313MaRDI QIDQ3971453
Heinz K. 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
General theory of ordinary differential operators (47E05) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)
Related Items (19)
On occupation time functionals for diffusion processes and birth-and-death processes on graphs ⋮ Uniqueness in Cauchy problems for diffusive real-valued strict local martingales ⋮ The spectral representation of Bessel processes with constant drift: applications in queueing and finance ⋮ Feynman–Kac theorems for generalized diffusions ⋮ A Class of Infinitesimal Generators and Time Reversal for the Corresponding One‐Dimensional Markov Processes ⋮ Time Reversal for Gap Diffusions with Nonlocal Boundary Conditions ⋮ On the maximum increase and decrease of one-dimensional diffusions ⋮ Dirichlet forms for singular one-dimensional operators and on graphs ⋮ Dirichlet forms for singular diffusion in higher dimensions ⋮ On the transition densities for reflected diffusions ⋮ Compressed resolvents and reduction of spectral problems on star graphs ⋮ On a class of integral systems ⋮ THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE ⋮ Markov processes conditioned on their location at large exponential times ⋮ On the Matrix Spectral Function of a Generalized Second‐Order Differential Operator in a Ramified Space ⋮ Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing ⋮ A Schrödinger operator with a δ′‐interaction on a Cantor set and Krein–Feller operators ⋮ Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates ⋮ MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS
Cites Work
- Unnamed Item
- Unnamed Item
- Asymptotic behavior of elementary solutions of one-dimensional generalized diffusion equations
- Some asymptotic properties of the transition densities of one-dimensional quasidiffusions
- Some transformations of diffusions by time reversal
- One-dimensional diffusions and their exit spaces.
This page was built for publication: Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations
