Excessive measures for linear diffusions

2018 ◽  
Vol 135 ◽  
pp. 132-139
Author(s):  
Yuncong Shen ◽  
Jiangang Ying
Keyword(s):  
Excessive Measures ◽  
Linear Diffusions

scholarly journals Last-Passage Time for Linear Diffusions and Application to the Emptying Time of a Box

2020 ◽  
Vol 181 (5) ◽  
pp. 1565-1602
Author(s):  
Alain Comtet ◽  
Françoise Cornu ◽  
Grégory Schehr
Keyword(s):  
Passage Time ◽  
Last Passage Time ◽  
Linear Diffusions ◽  
Emptying Time

scholarly journals Optimal variance stopping with linear diffusions

2020 ◽  
Vol 130 (4) ◽  
pp. 2349-2383 ◽  
Author(s):  
Kamille Sofie Tågholt Gad ◽  
Pekka Matomäki
Keyword(s):  
Linear Diffusions

scholarly journals A singular convolution kernel without pseudo-periods

1981 ◽  
Vol 83 ◽  
pp. 1-4
Author(s):  
Jesper Laub
Keyword(s):  
Abelian Group ◽  
Compact Abelian Group ◽  
Locally Compact Abelian Group ◽  
Convolution Kernel ◽  
Locally Compact ◽  
Excessive Measures

Let G be a locally compact abelian group and N a non-zero convolution kernel on G satisfying the domination principle. We define the cone of N-excessive measures E(N) to be the set of positive measures ξ for which N satisfies the relative domination principle with respect to ξ. For ξ ∈ E(N) and Ω ⊆ G open the reduced measure of ξ over Ω is defined as.

scholarly journals On the excursion theory for linear diffusions

2007 ◽  
Vol 2 (1) ◽  
pp. 97-127 ◽  
Author(s):  
Paavo Salminen ◽  
Pierre Vallois ◽  
Marc Yor
Keyword(s):  
Excursion Theory ◽  
Linear Diffusions
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