Continuous strong Markov processes in dimension one

DOI10.1007/BFB0096151zbMath0914.60008OpenAlexW4206598812MaRDI QIDQ1392306

Sigurd Assing

Publication date: 28 July 1998

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0096151

zbMATH Keywords

diffusion processsemimartingalestochastic analysisstrong Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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On exponential local martingales associated with strong Markov continuous local martingales ⋮ Boundary traces of shift-invariant diffusions in half-plane ⋮ Minimal subharmonic functions and related integral representations ⋮ On symmetric and skew Bessel processes ⋮ One-dimensional stochastic differential equations with generalized and singular drift ⋮ Discretionary stopping of stochastic differential equations with generalised drift ⋮ On Inversions and Doob h-Transforms of Linear Diffusions ⋮ Extension technique for functions of diffusion operators: a stochastic approach ⋮ Projections of scaled Bessel processs ⋮ Some identities on semimartingales local times

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