메뉴 건너뛰기




Volumn 50, Issue 3, 2006, Pages 515-539

Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33751028143     PISSN: 00192082     EISSN: None     Source Type: Journal    
DOI: 10.1215/ijm/1258059484     Document Type: Article
Times cited : (13)

References (13)
  • 1
    • 0001465651 scopus 로고
    • Une extension multidimensionnelle de la loi de l'arc sinus, Seminaire de Probabilites, XXIII
    • Springer-Verlag, Berlin-New York, MR 1022918 91c:60106
    • M. T. Barlow, J. W. Pitman, and M. Yor, Une extension multidimensionnelle de la loi de l'arc sinus, Seminaire de Probabilites, XXIII, Lecture Notes in Mathematics, vol. 1372, Springer-Verlag, Berlin-New York, 1989, pp. 294-314. MR 1022918 (91c:60106)
    • (1989) Lecture Notes in Mathematics , vol.1372 , pp. 294-314
    • Barlow, M.T.1    Pitman, J.W.2    Yor, M.3
  • 2
    • 0031493015 scopus 로고    scopus 로고
    • A ratio ergodic theorem for Brownian additive functionals with infinite mean
    • MR 1467209 981:60076
    • J. Bertoin, A ratio ergodic theorem for Brownian additive functionals with infinite mean, Potential Anal. 7 (1997), 615-621. MR 1467209 (981:60076)
    • (1997) Potential Anal , vol.7 , pp. 615-621
    • Bertoin, J.1
  • 4
    • 34247216414 scopus 로고    scopus 로고
    • W. Feller, An introduction to probability theory and its applications. II., Second edition, John Wiley & Sons Inc., New York, 1971. MR 0270403 (42 #5292)
    • W. Feller, An introduction to probability theory and its applications. Vol. II., Second edition, John Wiley & Sons Inc., New York, 1971. MR 0270403 (42 #5292)
  • 6
    • 0000069473 scopus 로고
    • On limit processes for a class of additive functionals of recurrent diffusion processes
    • MR 543989 80i:60107
    • Y. Kasahara and S. Kotani, On limit processes for a class of additive functionals of recurrent diffusion processes, Z. Wahrsch. Verw. Gebiete 49 (1979), 133-153. MR 543989 (80i:60107)
    • (1979) Z. Wahrsch. Verw. Gebiete , vol.49 , pp. 133-153
    • Kasahara, Y.1    Kotani, S.2
  • 7
    • 24144489131 scopus 로고    scopus 로고
    • Y. Kasahara and S. Watanabe, Occupation time theorems for a class of one-dimensional diffusion processes, Period. Math. Hungar. 50 (2005), 175-188. MR 2162808 (2006h:60133)
    • Y. Kasahara and S. Watanabe, Occupation time theorems for a class of one-dimensional diffusion processes, Period. Math. Hungar. 50 (2005), 175-188. MR 2162808 (2006h:60133)
  • 9
    • 0000105945 scopus 로고
    • Kreǐn's spectral theory of strings and generalized diffusion processes, Functional analysis in Markov processes
    • Katata/Kyoto, Springer, Berlin, MR 661628 83h:60081
    • S. Kotani and S. Watanabe, Kreǐn's spectral theory of strings and generalized diffusion processes, Functional analysis in Markov processes (Katata/Kyoto, 1981), Lecture Notes in Math., vol. 923, Springer, Berlin, 1982, pp. 235-259. MR 661628 (83h:60081)
    • (1981) Lecture Notes in Math , vol.923 , pp. 235-259
    • Kotani, S.1    Watanabe, S.2
  • 10
    • 0004263072 scopus 로고
    • Springer-Verlag, Berlin, MR 0453936 56 #12189
    • E. Seneta, Regularly varying functions, Springer-Verlag, Berlin, 1976. MR 0453936 (56 #12189)
    • (1976) Regularly varying functions
    • Seneta, E.1
  • 11
    • 34247276330 scopus 로고    scopus 로고
    • S. Watanabe, Generalized arc-sine laws for one-dimensional diffusion processes and random walks, Stochastic analysis (Ithaca, NY, 1993), Proc. Sympos. Pure Math., 57, Amer. Math. Soc., Providence, RI, 1995, pp. 157-172. MR 1335470 (96e:60132)
    • S. Watanabe, Generalized arc-sine laws for one-dimensional diffusion processes and random walks, Stochastic analysis (Ithaca, NY, 1993), Proc. Sympos. Pure Math., vol. 57, Amer. Math. Soc., Providence, RI, 1995, pp. 157-172. MR 1335470 (96e:60132)
  • 13
    • 33846841894 scopus 로고    scopus 로고
    • Some aspects of Brownian motion
    • Zürich, Birkhäuser Verlag, Basel, MR 1442263 98e:60140
    • M. Yor, Some aspects of Brownian motion. Part II, Lectures in Mathematics ETH Zürich, Birkhäuser Verlag, Basel, 1997. MR 1442263 (98e:60140)
    • (1997) Part II, Lectures in Mathematics ETH
    • Yor, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.