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scientific article; zbMATH DE number 1225453

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Publication:4220132
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zbMath0909.60060MaRDI QIDQ4220132

Paavo H. Salminen

Publication date: 22 November 1998


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

zbMATH Keywords

Green functionscale functionbridgeslast exit timespeed measureexcessive transforms


Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)


Related Items (11)

Penalising symmetric stable Lévy paths ⋮ Last-passage time for linear diffusions and application to the emptying time of a box ⋮ On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales ⋮ On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes ⋮ Gambling for resurrection and the heat equation on a triangle ⋮ Call option prices based on Bessel processes ⋮ On the excursion theory for linear diffusions ⋮ Piecewise constant martingales and lazy clocks ⋮ Functional limit theorem for occupation time processes of intermittent maps ⋮ On first exit times and their means for Brownian bridges ⋮ On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes







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