scientific article; zbMATH DE number 1225453

MaRDI QIDQ4220132zbMATH OpenFDO

Authors Paavo Salminen

Publication date 22 November 1998

zbMATH Keywords

bridgesexcessive transformsGreen functionlast exit timescale functionspeed measure

Mathematics Subject Classification ID

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

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Cited in

(15)

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

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