On time inversion of one-dimensional diffusion processes

From MaRDI portal
Publication:4773122

DOI10.1007/BF00539436zbMath0286.60035MaRDI QIDQ4773122

Shinzo Watanabe

Publication date: 1975

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)




Related Items

Shiga-Watanabe's time inversion property for self-similar diffusion processes, Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes, Spectral theory of a string, The spectral representation of Bessel processes with constant drift: applications in queueing and finance, Pathological birth-and-death processes and the spectral theory of strings, Convergence of time changed skew product diffusion processes, Some asymptotic properties of the transition densities of one-dimensional quasidiffusions, Markovian bridges: weak continuity and pathwise constructions, On the singular values of complex matrix Brownian motion with a matrix drift, Conditional processes induced by birth and death processes, Asymptotic behavior of spectral measures of Krein's and Kotani's strings, On the semi-group of a scaled skew Bessel process, Bessel bridges decomposition with varying dimension: applications to finance, Multiplier theorems via martingale transforms, THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE, Feller property of skew product diffusion processes, Towards a characterization of Markov processes enjoying the time-inversion property, Boundary-crossing identities for diffusions having the time-inversion property, A remark about the norm of a Brownian bridge, Some new examples of Markov processes which enjoy the time-inversion property, On the tail ?-field and the minimal parabolic functions for one-dimensional quasi-diffusions, One-dimensional diffusions with discontinuous scale, Mosco-convergence and Wiener measures for conductive thin boundaries, The classical bi-Poisson process: an invertible quadratic harness, Some explicit Krein representations of certain subordinators, including the gamma process, On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero, Independent factorization of the last zero arcsine law for Bessel processes with drift, Bessel process and conformal quantum mechanics, Penalisations of multidimensional Brownian motion, VI, Mixing markovian laws; with an application to path decompositions, On first range times of linear diffusions, A decomposition of Bessel Bridges, Convergence of one-dimensional diffusion processes to a jump process related to population genetics



Cites Work