| Título: | Excursions Into a New Duality Relation for Diffusion Processes |
| Autores: | Jansons, Kalvis M.; University College London |
| Fecha: | 1996-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Excursions, Diffusion Processes 60K35 |
| Descripción: | This work was motivated by the recent work by H. Dette, J. Pitman and W.J. Studden on a new duality relation for random walks. In this note we consider the diffusion process limit of their result, and use the alternative approach of Ito excursion theory. This leads to a duality for Ito excursion rates. |
| Idioma: | Inglés |
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