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Volumn 92, Issue 1, 2001, Pages 1-9

Limit distributions of some integral functionals for null-recurrent diffusions

Author keywords

60J55; 60J60; Generalized arc sine law; Null recurrent diffusion; Primary; Secondary

Indexed keywords


EID: 0012955762     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00067-3     Document Type: Article
Times cited : (8)

References (8)
  • 2
    • 0042572351 scopus 로고
    • Nauka, Moscow (English transl. 1980, Sijthoff & Noordhoff, Alphen).
    • Khasminskii, R., 1969. Stochastic Stability of Differential Equations, Nauka, Moscow (English transl. 1980, Sijthoff & Noordhoff, Alphen).
    • (1969)
    • Khasminskii, R.1
  • 3
    • 0034628138 scopus 로고    scopus 로고
    • Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusion
    • Khasminskii R., Yin G. Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusion. J. Differential Equations. 161:2000;154-173.
    • (2000) J. Differential Equations , vol.161 , pp. 154-173
    • Khasminskii, R.1    Yin, G.2
  • 4
    • 0042580555 scopus 로고    scopus 로고
    • Arcsine law and one generalization
    • Khasminskii R. Arcsine law and one generalization. Acta Appl. Math. 58:1999;151-157.
    • (1999) Acta Appl. Math. , vol.58 , pp. 151-157
    • Khasminskii, R.1
  • 5
    • 84968497856 scopus 로고
    • An occupation time theorem for a class of stochastic processes
    • Lamperti J. An occupation time theorem for a class of stochastic processes. Trans. Amer. Math. Soc. 88:1958;380-387.
    • (1958) Trans. Amer. Math. Soc. , vol.88 , pp. 380-387
    • Lamperti, J.1
  • 6
    • 0000071308 scopus 로고
    • Sur certains processus stochastiques homogènes.
    • Lévy P. Sur certains processus stochastiques homogènes. Compositio Math. 7:1939;283-339.
    • (1939) Compositio Math. , vol.7 , pp. 283-339
    • Lévy, P.1
  • 8
    • 0000893434 scopus 로고
    • Generalized arc-sine laws for one-dimensional diffusion processes and random walks
    • Watanabe S. Generalized arc-sine laws for one-dimensional diffusion processes and random walks. Proc. Symp. Pure Math. 57:1995;157-174.
    • (1995) Proc. Symp. Pure Math. , vol.57 , pp. 157-174
    • Watanabe, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.