Hitting and martingale characterizations of one-dimensional diffusions

Author:

Arbib Michael A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference7 articles.

1. Appell, P.: Sur l'equation $$\frac{{\partial ^2 z}}{{\partial x^2 }} - \frac{{\partial z}}{{\partial y}} = 0$$ et la theorie de la chaleur. J. Math pur. appl. IX. Sér. 8, 187?216 (1892).

2. Blumental, R. M., R. K. Getoor, and H. P. Mckean, Jr.: Markov Processes with identical hitting distributions. Illinois J. Math. 6, 402?420 (1962).

3. Doob, J. L.: Stochastic Processes, see Theorem 11.9, Chap. VII, p. 384. New York and London: John Wiley & Sons, Inc. 1953.

4. Dynkin, E. B.: One-dimensional continuous strong Markov processes. Theor. Probab. Appl. 4, 1?51 (1956) (English Translation).

5. Lévy, P.: Processus Stochastiques et Mouvement Brownien. p. 78. Paris: Gauthier-Villars 1948.

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