Author:
Salminen Paavo,Vallois Pierre,Yor Marc
Publisher
Springer Science and Business Media LLC
Reference53 articles.
1. L. Alili, P. Patie and J. L. Pedersen, Representations of the first hitting time density of an Ornstein-Uhlenbeck process, Stoch. Models, 21 (2005), 967–980.
2. J. Bertoin, T. Fujita, B. Roynette and M. Yor, On a particular class of self-decomposable random variables: The duration of a Bessel excursion straddling an independent exponential time, Probab. Math. Statist., 26 (2006).
3. J.-M. Bismut, Last exit decompositions and regularity at the boundary of transition probabilities, Z. Wahrsch. Verw. Gebiete, 69 (1985), 65–98.
4. R. M. Blumenthal, Excursions of Markov Processes, Birkhäuser, Basel, Berlin, Boston, 1992.
5. L. Bondesson, Generalized gamma convolutions and related classes of distributions and densities, Lecture Notes in Statist., 76, Springer-Verlag, 1992.
Cited by
41 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献