Weak convergence of \(h\)-transforms for one-dimensional diffusions
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Publication:504481
DOI10.1016/j.spl.2016.11.007zbMath1416.60080OpenAlexW2556541974WikidataQ58331031 ScholiaQ58331031MaRDI QIDQ504481
Yuko Yano, Ju-Yi Yen, Kouji Yano
Publication date: 16 January 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.007
Cites Work
- Excursion measure away from an exit boundary of one-dimensional diffusion processes
- On the excursion theory for linear diffusions
- Markovian bridges: weak continuity and pathwise constructions
- Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory
- On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero
- Convergence of stochastic processes
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