Article contents
Eigentime Identity for One-Dimensional Diffusion Processes
Published online by Cambridge University Press: 30 January 2018
Abstract
The eigentime identity for one-dimensional diffusion processes on the halfline with an entrance boundary at ∞ is obtained by using the trace of the deviation kernel. For the case of an exit boundary at ∞, a similar eigentime identity is presented with the aid of the Green function. Explicit equivalent statements are also listed in terms of the strong ergodicity or the uniform decay for diffusion processes.
MSC classification
- Type
- Research Article
- Information
- Copyright
- © Applied Probability Trust
References
- 6
- Cited by