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On the distribution of integral functionals of a homogeneous diffusion process - MaRDI portal

On the distribution of integral functionals of a homogeneous diffusion process (Q341080)

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scientific article; zbMATH DE number 6653198
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On the distribution of integral functionals of a homogeneous diffusion process
scientific article; zbMATH DE number 6653198

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    On the distribution of integral functionals of a homogeneous diffusion process (English)
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    16 November 2016
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    homogeneous transient diffusion process
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    distribution of local time
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    integral functional
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    moments
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    exponential moments and potentials
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