An occupation time related potential measure for diffusion processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematics (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s11464-017-0625-4.pdf
Reference34 articles.
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2. Appuhamillage T, Bokil V, Thomann E, Waymire E, Wood B. Occupation and local times for skew Brownian motion with applications to dispersion across an interface. Ann Probab, 2011, 21: 183–214
3. Borodin A N, Salminen P. Handbook of Brownian Motion-Facts and Formulae. 2nd ed. Basel: Birkhäuser Verlag, 2002
4. Breuer L. Occupation times for Markov-modulated Brownian motion. J Appl Probab, 2012, 49: 549–565
5. Cai N, Chen N, Wan X. Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options. Math Oper Res, 2010, 35: 412–437
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