On the occupation time on the half line of pinned diffusion processes

DOI10.2977/prims/1166642160zbMath1108.60068OpenAlexW2082899911MaRDI QIDQ863793

Yuko Yano

Publication date: 1 February 2007

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1166642160

zbMATH Keywords

Brownian motionKrein's theoryTauberian theoremarc-sine lawspead measure

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Limit theorems in probability theory (60F99)

Related Items

Diffusions with Bessel-like drifts ⋮ Stationary distributions for a class of generalized Fleming-Viot processes ⋮ Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes ⋮ Lamperti-type laws ⋮ Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions ⋮ Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions ⋮ Functional limit theorem for occupation time processes of intermittent maps

Cites Work

• On a generalized arc-sine law for one-dimensional diffusion processes
• Elementary Solutions for Certain Parabolic Partial Differential Equations
• An Occupation Time Theorem for A Class of Stochastic Processes
• The Stieltjes Transform
• An inversion formula for the generalized Stieltjes transform
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