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Laplace Transforms Related to Excursions of a One-Dimensional Diffusion
Jim Pitman, and Marc Yor Bernoulli 5(2):pp. 249-255 (1999)
to diffusions excursions hitting_times laplace_transform by peter.ralph and 1 other user on Aug 26, 2010, 9:00 PM
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Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches.
Jim Pitman, and Marc Yor Bernoulli 9(1):1-24 (2003)
to diffusions excursions hitting_times laplace_transform local_times occupation_time review by peter.ralph and 2 other users on Aug 26, 2010, 8:57 PM
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Size-biased sampling of Poisson point processes and excursions
M. Perman, J. Pitman, and M. Yor Probability Theory and Related Fields 92(1):21--39 (1992)
to Poisson_process excursions size_biased_parititions by peter.ralph and 4 other users on Jan 15, 2010, 7:31 PM
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Poisson-Kingman partitions
J. Pitman Lecture Notes-Monograph Series (2003)
to Poisson_Dirichlet_distribution exchangeability excursions partitions reference sampling_formula by peter.ralph and 1 other user on Apr 25, 2009, 1:55 AM
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Some asymptotic properties of the transition densities of one-dimensional quasidiffusions
Uwe Küchler Publ. Res. Inst. Math. Sci. 16(1):245--268 (1980)
to excursions quasidiffusions spectral_theory by peter.ralph on Apr 24, 2009, 11:33 PM
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Exponential families of Markov processes. II. Birth-and-death processes
Uwe Küchler Math. Operationsforsch. Statist. Ser. Statist. 13(2):219--230 (1982)
to excursions quasidiffusions spectral_theory by peter.ralph on Apr 24, 2009, 11:33 PM
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Exponential families of Markov processes. I. General results
Uwe Küchler Math. Operationsforsch. Statist. Ser. Statist. 13(1):57--69 (1982)
to excursions quasidiffusions spectral_theory by peter.ralph on Apr 24, 2009, 11:33 PM
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On Itô's excursion law, local times and spectral measures for quasidiffusions
Uwe Küchler Probability theory and mathematical statistics, Vol.\ II Vilnius, 1985, VNU Sci. Press, Utrecht, (1987)
to excursions quasidiffusions spectral_theory by peter.ralph on Apr 24, 2009, 11:33 PM
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A limit theorem for the excursion of quasidiffusions straddling $t$
Uwe Küchler Markov processes and control theory Gauß ig, 1988, volume 54 of Math. Res., Akademie-Verlag, Berlin, (1989)
to excursions quasidiffusions spectral_theory by peter.ralph on Apr 24, 2009, 11:33 PM
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Quasidiffusions, sojourn times and spectral measures
Uwe Küchler C. R. Acad. Bulgare Sci. 38(11):1445--1448 (1985)
to excursions spectral_theory by peter.ralph on Apr 24, 2009, 11:33 PM
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On sojourn times, excursions and spectral measures connected with quasidiffusions
Uwe Küchler J. Math. Kyoto Univ. 26(3):403--421 (1986)
to excursions quasidiffusions spectral_theory by peter.ralph on Apr 24, 2009, 11:33 PM
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The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
J. Pitman, and M. Yor Annals of Probability 25(2):855--900 (1997)
to GEM_distribution Poisson_Dirichlet_distribution coalescent_theory excursions partitions subordinators urn_models by peter.ralph and 5 other users on Apr 1, 2009, 1:40 AM
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The rank of the present excursion
Carel L. Scheffer Stochastic Processes and their Applications 55(1):101--118 (January 1995)
to Excursions by smicha on Apr 22, 2008, 2:25 PM
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A diffusion equation for linear fractional stable motion, apparent multifractality \& applications to space physics
N.W. Watkins, D. Credgington, R. Sanchez, and S.C. Chapman Abstract Book of the XXIII IUPAP International Conference on Statistical Physics, Genova, Italy, (September 2007)
to anomalous bernoulli diffusion excursions fractional linear motion stable statphys23 topic-3 by statphys23 on Jun 20, 2007, 10:16 AM
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