Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption

Journal of Theoretical Probability

Volumn 14, Issue 1, 2001, Pages 199-212

  Martínez, Servet ^a   San Martín, Jaime ^a  

^a DEPARTAMENTO DE FÍSICA   (Chile)

Author keywords

Absorption; h processes; One dimensional diffusions

Indexed keywords

EID: 18044401125     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007881317492     Document Type: Article

References (6)

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3. Collet, P., Martínez, S., and San Martín, J. (1995). Asymptotic laws for one-dimensional diffusions conditioned to non absorption. Ann. of Prob. 23, 1300-1314.
4. Feller, W. (1952). The parabolic differential equation and the associated semi-groups of transformations. Ann. of Math. 55, 468-519.
5. Mandl, P. (1961). Spectral theory of semi-groups connected with diffusion processes and its applications. Czechoslovak Math. J. 11, (86), 558-569.
6. Mitrinović, D., Pecarić, J., and Fink, A. (1991). Inequalities Involving Functions and Their Integrals and Derivatives, Kluwer, Math, and Appl.