Space-Time Processes, Parabolic Functions and One-Dimensional Diffusions
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Cites work
- A Probability Approach to the Heat Equation
- Boundary Crossing Probabilities for the Wiener Process and Sample Sums
- Classes of solutions of linear systems of partial differential equations of parabolic type
- Hitting and martingale characterizations of one-dimensional diffusions
- scientific article; zbMATH DE number 3148796 (Why is no real title available?)
- scientific article; zbMATH DE number 3215020 (Why is no real title available?)
- scientific article; zbMATH DE number 3287297 (Why is no real title available?)
- Martingales and boundary crossing probabilities for Markov processes
- Martingales and One-Dimensional Diffusion
Cited in
(8)- Some asymptotic properties of the transition densities of one-dimensional quasidiffusions
- On parabolic functions of one-dimensional quasidiffusions
- Matrices -- compensating the loss of anschauung
- On the tail ?-field and the minimal parabolic functions for one-dimensional quasi-diffusions
- Minimal Invariant Functions of the Space-Time Wiener Process
- A Fatou theorem for the general one-dimensional parabolic equation
- Encounters with Martingales in Statistics and Stochastic Optimization
- On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary
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