On spectral measures of strings and excursions of quasi-diffusions
Séminaire de probabilités de Strasbourg (1989)
- Volume: 23, page 490-502
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topKüchler, Uwe, and Salminen, Paavo. "On spectral measures of strings and excursions of quasi-diffusions." Séminaire de probabilités de Strasbourg 23 (1989): 490-502. <http://eudml.org/doc/113697>.
@article{Küchler1989,
author = {Küchler, Uwe, Salminen, Paavo},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {quasi diffusions; spectral theory of strings; excursion theory of quasi diffusions; spectral representations; inverse local times},
language = {eng},
pages = {490-502},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On spectral measures of strings and excursions of quasi-diffusions},
url = {http://eudml.org/doc/113697},
volume = {23},
year = {1989},
}
TY - JOUR
AU - Küchler, Uwe
AU - Salminen, Paavo
TI - On spectral measures of strings and excursions of quasi-diffusions
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 490
EP - 502
LA - eng
KW - quasi diffusions; spectral theory of strings; excursion theory of quasi diffusions; spectral representations; inverse local times
UR - http://eudml.org/doc/113697
ER -
References
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- [2] Getoor, R.K.: Excursions of a Markov process. Ann. Prob.Vol. 7(2), 1979, p. 244-266. Zbl0399.60069MR525052
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- [5] Kac, I.S., Krein, M.G.: On the spectral functions of the string. Amer. Math. Soc. Transl.II Ser. 103, 1974, p. 19-102. Zbl0291.34017
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- [7] Kent, J.T.: Eigenvalue expansions for diffusion hitting times. Z. Wahrscheinlichkeitstheorie verw. Gebiete52, 1980, p. 309-319. Zbl0415.60071MR576891
- [8] Kent, J.T.: The spectral decomposition of a diffusion hitting time. Ann. Prob.10, 1982, p. 207-219. Zbl0483.60075MR637387
- [9] Knight, F.B.: Characterization of the Levy measures of inverse local times of gap diffusion. In Seminar on Stochastic Processes, 1981, ed. Cinlar, E., Chung, K.L., Getoor, R.K Progress in Probability and Statistics, Birkhäuser, Boston (1981). Zbl0518.60083MR647781
- [10] Kotani, S., Watanabe, S.: Krein's spectral theory of strings and generalized diffusion processes. In Functional Analysis in Markov Processes, ed. Fukushima, M. Lect. notes in math., 923, Springer Verlag, Berlin (1981). Zbl0496.60080MR661628
- [11] Küchler, U.: On sojourn times, excursions and spectral measures connected with quasi diffusions. J. Math. Kyoto Univ., 26(3), 1986, p. 403-421. Zbl0625.60093MR857226
- [12] Pitman, J., Yor, M.: A decomposition of Bessel bridges. Z. Wahrscheinlichkeitstheorie verw. Gebiete59, 1982, p. 425-457. Zbl0484.60062MR656509
- [13] Salminen, P.: Brownian excursions revisited. In Seminar on Stochastic Processes, 1983, ed Cinlar, E., Chung, K.L., Getoor, R.K Progress in Probability and Statistics7, Birkhäuser, Boston (1984) Zbl0557.60067MR902418
- [14] Williams, D.: Diffusions, Markov Processes and Martingales. Wiley and Sons, London (1979). Zbl0402.60003MR531031
Citations in EuDML Documents
top- Uwe Küchler, Kirsten Neumann, An extension of Krein's inverse spectral theorem to strings with nonreflecting left boundaries
- P. Mc Gill, Generalised transforms, quasi-diffusions, and Désiré André's equation
- Alexander M. G. Cox, David Hobson, Jan Obłój, Time-homogeneous diffusions with a given marginal at a random time
- Alexander M.G. Cox, David Hobson, Jan Obłój, Time-homogeneous diffusions with a given marginal at a random time
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