Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation

DOI10.1016/0047-259X(83)90020-9zbMath0518.60084OpenAlexW2046804638MaRDI QIDQ1054085

Amitava Bose

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(83)90020-9

zbMATH Keywords

first passage timeentrance lawh-path transformation

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items

Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary

Cites Work

• Generalized second order differential operators and their lateral conditions
• Elementary Solutions for Certain Parabolic Partial Differential Equations
• Conditional brownian motion and the boundary limits of harmonic functions
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