Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches (Q1812190)
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scientific article; zbMATH DE number 1931515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches |
scientific article; zbMATH DE number 1931515 |
Statements
Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches (English)
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20 November 2003
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arcsine law
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Feynman-Kac formula
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last exit decomposition
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