Perpetual integral functionals as hitting and occupation times

DOI10.1214/EJP.v10-256zbMath1110.60078arXivmath/0403069OpenAlexW2000875247MaRDI QIDQ850349

Marc Yor, Paavo H. Salminen

Publication date: 3 November 2006

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0403069

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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