On the excursion theory for linear diffusions

Japanese Journal of Mathematics

Volumn 2, Issue 1, 2007, Pages 97-127

  Salminen, Paavo ^a   Vallois, Pierre ^b   Yor, Marc ^c  

^a ÅBO AKADEMI UNIVERSITY   (Finland)

^b UNIVERSITÉ DE LORRAINE   (France)

^c SORBONNE UNIVERSITÉ   (France)

Author keywords

Brownian motion; Infinite divisibility; Last exit decomposition; Local time; Ornstein Uhlenbeck process; Spectral representation

Indexed keywords

EID: 34047173489     PISSN: 02892316     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11537-007-0662-y     Document Type: Article

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