Publication:4839093
From MaRDI portal
zbMath0824.60080MaRDI QIDQ4839093
Publication date: 31 October 1995
diffusion process; infinitesimal generator; generalized arcsine law; space-dependent random walks; spectral theory of vibrating strings
Related Items
On simulation and properties of the stable law, Asymptotics for recurrent diffusions with application to high frequency regression, On symmetric and skew Bessel processes, The uniform law for sojourn measures of random fields, On distributions of functionals of anomalous diffusion paths, Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions, On the occupation time on the half line of pinned diffusion processes, Diffusions with Bessel-like drifts, Lamperti-type laws, Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line, Occupation time theorems for one-dimensional random walks and diffusion processes in random environments, Exploration trees and conformal loop ensembles, The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator, Statistical estimation of the oscillating Brownian motion, Limit distributions of some integral functionals for null-recurrent diffusions., On averaging principle for diffusion processes with null-recurrent fast component., On the joint law of the occupation times for a diffusion process on multiray, Limit theorems for random walks under irregular conductance, Time change approach to generalized excursion measures, and its application to limit theorems, A limit theorem for occupation times of Lamperti's stochastic processes, Asymmetric skew Bessel processes and their applications to finance