scientific article; zbMATH DE number 1047474

zbMATH Open0884.60071MaRDI QIDQ4349249FDOQ4349249

Authors: Marc Yor, Jim Pitman 

Publication date: 11 August 1997

Full work available at URL: http://www.numdam.org/item?id=SPS_1997__31__272_0

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

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zbMATH Keywords

Ornstein-Uhlenbeck processBessel processGirsanov transformationLévy measure

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (10)

• On the first positive and negative excursion exceeding a given length
• Integral functionals under the excursion measure
• On the excursion theory for linear diffusions
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
• Local extinction in continuous-state branching processes with immigration
• On functionals of excursions for Bessel processes with negative index
• On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
• Regenerative composition structures
• A formula on scattering length of dual Markov processes
• Title not available (Why is that?)

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