On the distribution of supremum of diffusion local time

DOI10.1016/0167-7152(93)90220-DzbMath0796.60080OpenAlexW1998271052MaRDI QIDQ1314712

Paavo H. Salminen

Publication date: 20 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90220-d

zbMATH Keywords

exponential distributionlocal timeGreen kernelregular diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (2)

Diffusion local time storage ⋮ Analysis of stochastic fluid queues driven by local-time processes

Cites Work

• Fluctuation theory in continuous time
• Unnamed Item

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