EUDML | A note on a.s. finiteness of perpetual integral functionals of diffusions.

Loading [MathJax]/extensions/MathZoom.js

Skip to main content (access key 's'), Skip to navigation (access key 'n'), Accessibility information (access key '0')

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Displaying similar documents to “A note on a.s. finiteness of perpetual integral functionals of diffusions.”

Minimal thinness for subordinate Brownian motion in half-space

Panki Kim, Renming Song, Zoran Vondraček (2012)

Annales de l’institut Fourier

Similarity:

We study minimal thinness in the half-space $H : = {x = (\tilde{x}, x_{d}) : \tilde{x} \in ℝ^{d - 1}, x_{d} > 0}$ for a large class of subordinate Brownian motions. We show that the same test for the minimal thinness of a subset of $H$ below the graph of a nonnegative Lipschitz function is valid for all processes in the considered class. In the classical case of Brownian motion this test was proved by Burdzy.

Some applications of occupation times of Brownian motion with drift in mathematical finance.

Pechtl, Andreas (1999)

Journal of Applied Mathematics and Decision Sciences

Similarity:

Stochastic integral representation of the $L^{2}$ modulus of Brownian local time and a central limit theorem.

Hu, Yaozhong, Nualart, David (2009)

Electronic Communications in Probability [electronic only]

Similarity:

Curvilinear integrals along enriched paths.

Feyel, Denis, de La Pradelle, Arnaud (2006)

Electronic Journal of Probability [electronic only]

Similarity:

Large systems of path-repellent Brownian motions in a trap at positive temperature.

Adams, Stefan, Bru, Jean-Bernard, König, Wolfgang (2006)

Electronic Journal of Probability [electronic only]

Similarity:

Examples of condition $(T)$ for diffusions in a random environment.

Schmitz, Tom (2006)

Electronic Journal of Probability [electronic only]

Similarity:

Laplace transforms via Hadamard factorization.

Gao, Fuchang, Hannig, Jan, Lee, Tzong-Yow, Torcaso, Fred (2003)

Electronic Journal of Probability [electronic only]

Similarity:

Exponential functionals of Lev́y processes.

Bertoin, Jean, Yor, Marc (2005)

Probability Surveys [electronic only]

Similarity:

The exit place of Brownian motion in an unbounded domain.

Deblassie, Dante (2009)

Electronic Journal of Probability [electronic only]

Similarity:

Laws of the iterated logarithm for $α$ -time Brownian motion.

Nane, Erkan (2006)

Electronic Journal of Probability [electronic only]

Similarity:

Tagged particle limit for a Fleming-Viot type system.

Grigorescu, Ilie, Kang, Min (2006)

Electronic Journal of Probability [electronic only]

Similarity:

Strong innovation and its applications to information diffusion modelling in finance.

Toronjadze, T. (2002)

Georgian Mathematical Journal

Similarity: