The spectral decomposition of a diffusion hitting time
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Publication:1163297
DOI10.1214/aop/1176993924zbMath0483.60075OpenAlexW2042328031MaRDI QIDQ1163297
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993924
spectral measureinfinite divisibilitycanonical measuregeneralized convolutiondiffusion hitting timeHartman-Watson mixing
Infinitely divisible distributions; stable distributions (60E07) Diffusion processes (60J60) Ordinary differential operators (34L99)
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