On the excursion theory for linear diffusions

• Paavo Salminen

• Pierre Vallois

• Marc Yor

書誌事項

タイトル別名

• Special Feature : Award of the 1st Gauss Prize to K. Ito

収録刊行物

• Japanese journal of mathematics. 3rd series / The Mathematical Society of Japan

  Japanese journal of mathematics. 3rd series / The Mathematical Society of Japan 2 (1), 97-127, 2007

  Tokyo : Springer Japan

キーワード

• Brownian motion
• last exit decomposition
• local time
• infinite divisibility
• spectral representation
• Ornstein-Uhlenbeck process

詳細情報

• CRID: 1523106604568912384
• NII論文ID: 30026901330
• NII論文ID: 10018920093
• NII書誌ID: AA12130756
• DOI: 10.1007/s11537-007-0662-y
• ISSN: 18613624
• ISSN: 02892316
• NDL書誌ID: 025086720
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I025086720
• Web Site: http://link.springer.com/content/pdf/10.1007/s11537-007-0662-y.pdf
• Web Site: http://link.springer.com/article/10.1007/s11537-007-0662-y/fulltext.html
• Web Site: http://link.springer.com/content/pdf/10.1007/s11537-007-0662-y
• 本文言語コード: en
• NDL 雑誌分類:
  • ZM31(科学技術--数学)
• データソース種別:
  • NDL
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