Pitman type theorem for one-dimensional diffusion processes
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Publication:756290
DOI10.3836/TJM/1270132272zbMATH Open0722.60082OpenAlexW1982382435MaRDI QIDQ756290FDOQ756290
Authors: Yasumasa Saisho, H. Tanemura 
Publication date: 1990
Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3836/tjm/1270132272
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Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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- Discrete integrable systems and Pitman's transformation
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- A Lévy-type characterization of one-dimensional diffusions
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- An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach
- Characterization of submartingales of a new class \((\Sigma^r)\)
- On transient Bessel processes and planar Brownian motion reflected at their future infima
- Kemeny's constant for one-dimensional diffusions
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