On occupation time functionals for diffusion processes and birth-and-death processes on graphs

DOI10.1214/aoap/1015345303zbMath1020.60068OpenAlexW1982339081MaRDI QIDQ1872444

Matthias Weber

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1015345303

zbMATH Keywords

occupation time functionalsdiffusion process on a graph

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

A multispecies birth-death-immigration process and its diffusion approximation ⋮ Continuous‐time multi‐type Ehrenfest model and related Ornstein–Uhlenbeck diffusion on a star graph

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