Boundary-Crossing identities for diffusions having the time-inversion property

Journal of Theoretical Probability

Volumn 23, Issue 1, 2010, Pages 65-84

  Alili, L ^a   Patie, P ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b UNIVERSITY OF BERN   (Switzerland)

Author keywords

Bessel processes; Boundary crossing problem; Brownian motion; Self similar diffusions; Time inversion property

Indexed keywords

EID: 75749157360     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-009-0245-3     Document Type: Article

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