An occupation time related potential measure for diffusion processes
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Publication:2358367
DOI10.1007/s11464-017-0625-4zbMath1370.60133OpenAlexW2578341918MaRDI QIDQ2358367
Ye Chen, Ying-qiu Li, Xiao-Wen Zhou
Publication date: 14 June 2017
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-017-0625-4
Laplace transformBrownian motiondiffusion processesoccupation timeexit timepotential measureskew Brownian motion
Related Items (5)
Joint distributions concerning last exit time for diffusion processes ⋮ On a system of q‐modified Laplace transform and its applications ⋮ Exit identities for diffusion processes observed at Poisson arrival times ⋮ On a system of \(q\)-Laplace transform of two variables with applications ⋮ An uncertainty principle for the basic wavelet transform
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