Generalised transforms, quasi-diffusions, and Désiré André's equation

P. Mc Gill

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 234-247

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Mc Gill, P.. "Generalised transforms, quasi-diffusions, and Désiré André's equation." Séminaire de probabilités de Strasbourg 26 (1992): 234-247. <http://eudml.org/doc/113800>.

@article{McGill1992,
author = {Mc Gill, P.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {strings; Brownian motion; local time; first passage relation},
language = {eng},
pages = {234-247},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Generalised transforms, quasi-diffusions, and Désiré André's equation},
url = {http://eudml.org/doc/113800},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Mc Gill, P.
TI - Generalised transforms, quasi-diffusions, and Désiré André's equation
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 234
EP - 247
LA - eng
KW - strings; Brownian motion; local time; first passage relation
UR - http://eudml.org/doc/113800
ER -

References

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  4. 4. Küchler, U. and Salminen, P.On spectral measures of strings and excursions of quasi-diffusions. Séminaire de Probabilités XXIII, SpringerLecture Notes No. 1372 (1989) 490-502. Zbl0731.60071MR1022933
  5. 5. London R.R., McKean H.P., Rogers L.C.G., Williams D.A martingale approach to some Wiener-Hopf Problems I. Séminaire de Probabilités XVI, SpringerLecture Notes No. 920 (1982) 41-67. Zbl0485.60072MR658671
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  8. 8. McGill, P.Some eigenvalue identities for Brownian motion. Proc.Camb.Phil.Soc.105 (1989) 587-596. Zbl0678.60067MR985695
  9. 9. Ray D.B.Stable processes with absorbing barrier. Trans. Amer. Math. Soc.89 (1958) 16-24. Zbl0083.13804MR105178
  10. 10. Revuz D. and Yor M.Continuous martingales and Brownian motion. Springer-Verlag, New York and Heidelberg, 1991. Zbl0731.60002MR1083357
  11. 11. Rogers, L.C.G.A diffusion first passage problem. Seminar on Stochastic Processes, 1983. Birkhäuser, Boston (1984) pp 151-160. Zbl0557.60061MR902417
  12. 12. Rogozin, B.A.On the distribution of functionals related to boundary problems for processes with independent increments. Theory Prob. Appl.11 (1966) 580-591. Zbl0178.52701MR208682
  13. 13. Williams D.Some aspects of Wiener-Hopf factorization. Phil. Trans. R. Soc. Lond. A.335 (1991) 593-608. Zbl0735.47010MR1125054

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