On Kac functionals of one-dimensional diffusions

DOI10.1016/0304-4149(86)90115-8zbMath0601.60077OpenAlexW1980325478MaRDI QIDQ1081215

Marek Musiela

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90115-8

zbMATH Keywords

Schrödinger equationdisconjugacyKac's functionals

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Multiplicative functionals and Markov processes (60J57)

Related Items (2)

Divergence, convergence and moments of some integral functionals of diffusions ⋮ On absolute continuity and singularity of multidimensional diffusions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The spectral decomposition of a diffusion hitting time
• On the asymptotic behavior of the solutions of second order linear differential equations
• Disconjugacy
• The parabolic differential equations and the associated semigroups of transformation
• On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
• Kac functional and Schrödinger equation
• Classes of infinitely divisible distributions and densities

This page was built for publication: On Kac functionals of one-dimensional diffusions