On a Solvable Diffusion with Time Dependent “Killing”

DOI10.1081/SAP-120026112zbMath1047.60079MaRDI QIDQ4432682

Javier Villarroel

Publication date: 28 October 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

diffusion processHölder continuitymartingalelife timeKac semigroupkilling a processtight family

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Parabolic equations and parabolic systems (35K99)

Cites Work

• Remarks on the stochastic process corresponding to \((1/\phi^ 2)_ 1\) interaction
• When is a stochastic integral a time change of a diffusion?
• Integration in Functional Spaces and its Applications in Quantum Physics
• On the Decomposition of Continuous Submartingales
• Radon-Nikodym Derivatives of Gaussian Measures
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