Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory

DOI10.1007/978-3-319-18585-9_1zbMath1334.60165OpenAlexW2214800779MaRDI QIDQ2798572

Marc Yor, Ju-Yi Yen, Paavo H. Salminen

Publication date: 13 April 2016

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

Full work available at URL: https://doi.org/10.1007/978-3-319-18585-9_1

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (2)

Unnamed Item ⋮ Weak convergence of \(h\)-transforms for one-dimensional diffusions

Cites Work

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• On the excursion theory for linear diffusions
• On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 − α ), 0 < α < 1
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Markov Processes, Brownian Motion, and Time Symmetry
• Excursions of a non-singular diffusion

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