Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches

Bernoulli

Volumn 9, Issue 1, 2003, Pages 1-24

  Pitman, Jim ^a   Yor, Marc ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Arcsine law; Feynman Kac formula; Last exit decomposition

Indexed keywords

EID: 21244501196     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1068129008     Document Type: Article

References (48)

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