P. Biane. Comparaison entre temps d'atteinte et temps de s'ejour de certaines diffusions r'eelles. In S'eminaire de Probabilit'es XIX, pages 291--296. Springer, 1985. Lecture Notes in Math. 1123. Home/Search Document Not in Database Summary Related Articles Check |
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Hitting, Occupation, and Inverse Local Times of One-Dimensional .. - Pitman, Yor (2001) (Correct)
.... As indicated in [30] formula (56) combined with (9) 47) and (48) yields after simplification with (50) the famous result of Ciesielski Taylor [7, 14] that for y 0 and 0 the distribution of A y; Gamma 1 for BES 0 ( is identical to the distribution of H y for BES 0 ( Gamma 1) See also [3, 45, 46] for alternative approaches to this identity, and various extensions. To give another application of formula (56) let us compute for a Brownian motion with drift 0 started at 0 the Laplace transform of the total time spent in an interval [ff; fi] for some 0 ff fi 1. By obvious reductions, ....
P. Biane. Comparaison entre temps d'atteinte et temps de s'ejour de certaines diffusions r'eelles. In S'eminaire de Probabilit'es XIX, pages 291--296. Springer, 1985. Lecture Notes in Math. 1123.
Infinitely Divisible Laws Associated With Hyperbolic Functions - Pitman, Yor (2000) (Correct)
....process S with S 1 d = T 1 (R 3 ) then W has the same distribution as the total time spent below level 1 by a 5 dimensional Bessel process started at 1. This is reminiscent of the CiesielskiTaylor identities relating the distribution of functionals of Bessel processes of different dimensions [6, 16]. 34 As another remark, note that by iteration of (122) followed by an easy passage to the limit, X d = X H 1 X 1 (H 1 H 2 )X 2 Delta Delta Delta (H 1 H 2 Delta Delta Delta H n )X n Delta Delta Delta (127) where X;X 1 ; X 2 ; and H 1 ; H 2 ; are independent, ....
Ph. Biane. Comparaison entre temps d'atteinte et temps de s'ejour de certaines diffusions r'eelles. In S'eminaire de Probabilit'es XIX, pages 291--296. Springer, 1985. Lecture Notes in Math. 1123.
Conjugate Diffusions On R+ And Generalized.. - Tóth (Correct)
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Biane, Ph. (1985): Comparaison entre temps d'atteinte et temps de s'ejour de certaines diffusions r'eelles. S'eminaire de Probabilit'es XIX. Lecture Notes in Mathematics. 1123: 291-296, Springer.
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