The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
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Publication:1767766
DOI10.1016/j.spl.2004.08.011zbMath1067.60076OpenAlexW2042171752MaRDI QIDQ1767766
Publication date: 8 March 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.08.011
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Cites Work
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- The Brownian escape process
- The joint distributions of first hitting and last exit for Brownian motion
- Probabilistic approach to the equilibrium problem in potential theory
- One-dimensional Brownian motion and the three-dimensional Bessel process
- Comparable processes and the hausdorff dimension of their sample paths
- Bounds for the fundamental solution of a parabolic equation
- Moments of the last exit times
- Potential theory for infinitely divisible processes on Abelian groups
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