Gussian diffusions and continuous state branching processes with killing

DOI10.1080/15326340008807584MaRDI QIDQ4484843zbMATH OpenOpenAlexFDO

Authors Halina Frydman

Publication date 19 March 2001

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340008807584

zbMATH Keywords

conditioned diffusioncontinuous state branching processesGaussian diffusionkilling rate functionstochastic covariate processsurvival function

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

(3)

• Analysis of reflected diffusions via an exponential time-based transformation
• Conditioning diffusion processes with killing rates
• Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes

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