On occupation time functionals for diffusion processes and birth-and-death processes on graphs
type: Item
instance of: scholarly article
title: On occupation time functionals for diffusion processes and birth-and-death processes on graphs
zbMATH Open document ID: 1020.60068
author: Matthias Weber
published in: The Annals of Applied Probability
publication date: 2003-05-06T00:00:00Z
review text: The author makes use of Krein's theory to get results for diffusion processes on graphs. It is shown that, if the process is of interest only during the time it spends on a certain part of the graph, then the graph can be replaced by a simpler one. Some explicitly calculated examples illustrating an application of the results are presented.
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 1906230
zbMATH Keywords: diffusion process on a graph
zbMATH Keywords: occupation time functionals
reviewed by: V. V. Goryainov
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1015345303
OpenAlex ID: W1982339081
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DOI: 10.1214/AOAP/1015345303
description: scientific article; zbMATH DE number 1906230