Displaying similar documents to “Transition probability density function of a certain diffusion process concentrated on a half line”

Stability of stochastic processes defined by integral functionals

K. Urbanik (1992)

Studia Mathematica

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The paper is devoted to the study of integral functionals ʃ 0 ∞ f ( X ( t , ω ) ) d t for continuous nonincreasing functions f and nonnegative stochastic processes X(t,ω) with stationary and independent increments. In particular, a concept of stability defined in terms of the functionals ʃ 0 ∞ f ( a X ( t , ω ) ) d t with a ∈ (0,∞) is discussed.

Functionals on transient stochastic processes with independent increments

K. Urbanik (1992)

Studia Mathematica

Similarity:

The paper is devoted to the study of integral functionals ʃ 0 ∞ f ( X ( t , ω ) ) d t for a wide class of functions f and transient stochastic processes X(t,ω) with stationary and independent increments. In particular, for nonnegative processes a random analogue of the Tauberian theorem is obtained.

Characterization of equilibrium measures for critical reversible Nearest Particle Systems

Thomas Mountford, Li Wu (2008)

Open Mathematics

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We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than 7 + 41 2 and obeys some natural regularity conditions.