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zbMath0523.60070MaRDI QIDQ3673808

Aleksandr D. Borisenko

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

arc sine law for diffusion processes representation of solution of Cauchy's problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (2)

Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes ⋮ Limiting behavior of the solution of the Cauchy problem for a parabolic equation

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