Space-Time Processes, Parabolic Functions and One-Dimensional Diffusions

DOI10.2307/1996087zbMath0262.60056OpenAlexW4253252451MaRDI QIDQ5678271

Tze Leung Lai

Publication date: 1973

Full work available at URL: https://doi.org/10.2307/1996087

Mathematics Subject Classification ID

Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Related Items (7)

Minimal Invariant Functions of the Space-Time Wiener Process ⋮ Encounters with Martingales in Statistics and Stochastic Optimization ⋮ Some asymptotic properties of the transition densities of one-dimensional quasidiffusions ⋮ On parabolic functions of one-dimensional quasidiffusions ⋮ A Fatou theorem for the general one-dimensional parabolic equation ⋮ On the tail ?-field and the minimal parabolic functions for one-dimensional quasi-diffusions ⋮ Matrices -- compensating the loss of anschauung

Cites Work

• Classes of solutions of linear systems of partial differential equations of parabolic type
• Martingales and boundary crossing probabilities for Markov processes
• Martingales and One-Dimensional Diffusion
• A Probability Approach to the Heat Equation
• Hitting and martingale characterizations of one-dimensional diffusions
• Boundary Crossing Probabilities for the Wiener Process and Sample Sums
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