Timeline for Time integrals of diffusion processes
Current License: CC BY-SA 2.5
6 events
| when toggle format | what | by | license | comment | |
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| Apr 11, 2011 at 23:46 | vote | accept | Simon Lyons | ||
| Jan 19, 2011 at 13:57 | comment | added | Did | Hmmm... A keyword which might help you here is Langevin processes. Bertoin published at least two papers about the influence of reflecting boundaries on these processes. You could also have a look at the recent paper by E. Jacob (Annales IHP Probab. Stat.) dealing with their excursions. And I should have mentioned explicitly in my answer these two related MO questions: mathoverflow.net/questions/51103 and mathoverflow.net/questions/51090. | |
| Jan 19, 2011 at 13:13 | comment | added | Simon Lyons | Yes, you're absolutely right. Thanks for pointing that out. It's strange that processes of this type do not appear much in the literature though. | |
| Jan 19, 2011 at 9:15 | history | edited | Did | CC BY-SA 2.5 |
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| Jan 19, 2011 at 8:44 | history | edited | Did | CC BY-SA 2.5 |
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| Jan 19, 2011 at 7:22 | history | answered | Did | CC BY-SA 2.5 |