Hitting and martingale characterizations of one-dimensional diffusions

DOI10.1007/BF00533754zbMath0202.47203OpenAlexW2068053673MaRDI QIDQ5600221

Michael A. Arbib

Publication date: 1965

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533754

Related Items (8)

Some Classes of Orthogonal Polynomials Associated with Martingales ⋮ The hitting characteristics of a strong Markov process, with applications to continuous martingales in 𝑅ⁿ ⋮ On a generalization of the theorem of p. levy ⋮ Some characterizations for Markov processes at first passage ⋮ Conformal invariance of boundary touching loops of FK Ising model ⋮ A martingale characterization of the Wiener process ⋮ Space-Time Processes, Parabolic Functions and One-Dimensional Diffusions ⋮ Explicit asymptotics on first passage times of diffusion processes

Cites Work

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• Elementary Solutions for Certain Parabolic Partial Differential Equations
• Expansions in Terms of Heat Polynomials and Associated Functions
• Markov processes with identical hitting distributions

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