Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
type: Item
instance of: scholarly article
title: Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
zbMATH Open document ID: 1024.60032
author: Marc Yor
author: Jim Pitman
published in: Bernoulli
publication date: 2003-11-20T00:00:00Z
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 1931515
zbMATH Keywords: arcsine law
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: last exit decomposition
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1068129008
OpenAlex ID: W2068248163
DOI: 10.3150/BJ/1068129008
description: scientific article; zbMATH DE number 1931515