scientific article; zbMATH DE number 1225453

zbMATH Open0909.60060MaRDI QIDQ4220132FDOQ4220132

Authors: Paavo Salminen 

Publication date: 22 November 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

scale functionGreen functionbridgeslast exit timespeed measureexcessive transforms

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

Cited In (14)

• Penalising symmetric stable Lévy paths
• On first exit times and their means for Brownian bridges
• Functional limit theorem for occupation time processes of intermittent maps
• Gambling for resurrection and the heat equation on a triangle
• On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
• On the excursion theory for linear diffusions
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• Last-passage time for linear diffusions and application to the emptying time of a box
• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
• Call option prices based on Bessel processes
• Piecewise constant martingales and lazy clocks
• Domination of last exit distributions
• One-dimensional diffusions and their exit spaces.
• Last exit decompositions and regularity at the boundary of transition probabilities

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