Transition probability density function of a certain diffusion process concentrated on a half line

A Milian

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

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Stability of stochastic processes defined by integral functionals

K. Urbanik (1992)

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The paper is devoted to the study of integral functionals $ʃ_{0}^{\infty} f (X (t, ω)) d t$ 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 $ʃ_{0}^{\infty} f (a X (t, ω)) d t$ with a ∈ (0,∞) is discussed.

Functionals on transient stochastic processes with independent increments

K. Urbanik (1992)

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The paper is devoted to the study of integral functionals $ʃ_{0}^{\infty} f (X (t, ω)) d t$ 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.

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Characterization of equilibrium measures for critical reversible Nearest Particle Systems

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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 $\frac{7 + \sqrt{41}}{2}$ and obeys some natural regularity conditions.