scholarly journals On symmetric linear diffusions

2018 ◽  
Vol 371 (8) ◽  
pp. 5841-5874 ◽  
Author(s):  
Liping Li ◽  
Jiangang Ying
Keyword(s):  
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 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

Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

2011 ◽  
Vol 27 (1) ◽  
pp. 149-176 ◽  
Author(s):  
Yuan Shen ◽  
Dan Cornford ◽  
Manfred Opper ◽  
Cedric Archambeau
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Non Linear ◽  
Linear Diffusions ◽  
Bayesian Smoothing
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