On time inversion of one-dimensional diffusion processes-Reference-Cited by-同舟云学术

On time inversion of one-dimensional diffusion processes

Published:1975 Issue:2 Volume:31 Page:115-124
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Watanabe Shinzo

Publisher

Springer Science and Business Media LLC

Subject

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

Link

http://link.springer.com/content/pdf/10.1007/BF00539436.pdf

Reference5 articles.

1. Ito, K., McKean, H. P., Jr.: Diffusion processes and their sample paths. Berlin-Heidelberg-New York: Springer 1965

2. Krein, M. G.: On a generalization of an investigation by Stieltjes. Dokl. Akad. Nauk 87 (6), 881?884 (1952), in Russian

3. Krein, M. G.: On some cases of the effective determination of the density of an inhomogeneous string from its spectral function. Dokl. Akad. Nauk 93 (4), 617?620 (1953), in Russian

4. Shiga, T., Watanabe, S.: Bessel diffusions as a one-parameter family of diffusion processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 27, 37?46 (1973)

5. Watanabe, S.: On one-dimensional elastic barrier Brownian motion. Sûgaku 26, 153?155 (1974), in Japanese

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