Excursion measure away from an exit boundary of one-dimensional diffusion processes
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Publication:863795
DOI10.2977/prims/1166642162zbMath1113.60084OpenAlexW1987530561WikidataQ58331065 ScholiaQ58331065MaRDI QIDQ863795
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/1166642162
diffusion processlimit theoremexcursion theoryPoisson point processstable processKrein's spectral theory
Central limit and other weak theorems (60F05) Sturm-Liouville theory (34B24) General spectral theory of ordinary differential operators (34L05) Diffusion processes (60J60) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
