On Inversions and Doob h-Transforms of Linear Diffusions

DOI10.1007/978-3-319-18585-9_6zbMath1334.60171arXiv1209.5322OpenAlexW1629146930MaRDI QIDQ2798577

Piotr Graczyk, Tomasz Żak, Larbi Alili

Publication date: 13 April 2016

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

Full work available at URL: https://arxiv.org/abs/1209.5322

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items

Independent factorization of the last zero arcsine law for Bessel processes with drift

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence of integral functionals of one-dimensional diffusions
• A propos de l'inverse du mouvement brownien
• Potential analysis of stable processes and its extensions. With some of the papers based on the presentations at the workshop on stochastic and harmonic analysis of processes with jumps, Angers, France, May 2--9, 2006.
• On the excursion theory for linear diffusions
• Some transformations of diffusions by time reversal
• Continuous strong Markov processes in dimension one
• A survey and some generalizations of Bessel processes
• A glimpse into the wonderland of involutions
• On Kelvin transformation
• Conditional distributions which do not satisfy the Chapman-Kolmogorov equation
• Processus de Markov: la frontière de Martin
• One-dimensional diffusions and their exit spaces.
• Conditional brownian motion and the boundary limits of harmonic functions
• Optimal Stopping of One-Dimensional Diffusions
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Splitting times for Markov processes and a generalised Markov property for diffusions
• Time Reversions of Markov Processes
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path