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Your search keyword '"Time inversion"' showing total 3 results
Start Over Descriptor "Time inversion" Journal statistics & probability letters
3 results on '"Time inversion"'

1. On the semi-group of a scaled skew Bessel process.

Author

Alili, Larbi and Aylwin, Andrew

Subjects
*BESSEL functions, *BESSEL polynomials, *GREEN'S functions, *MARTINGALES (Mathematics), *RANDOM numbers
Abstract

Abstract We define scaled skew Bessel processes and determine their Green's functions and semi-group densities. We prove that these processes satisfy the time inversion property although the corresponding densities of the semi-groups are not, in general, twice differentiable in the density and starting point arguments. Some characterizations and semi-martingale properties are given. [ABSTRACT FROM AUTHOR]

Published
2019
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2. On the semi-group of a scaled skew Bessel process

Author

Larbi Alili and Andrew Aylwin

Subjects
Statistics and Probability, Time inversion, Bessel process, Group (mathematics), 010102 general mathematics, Mathematical analysis, Skew, 01 natural sciences, 010104 statistics & probability, symbols.namesake, Green's function, symbols, Point (geometry), Differentiable function, 0101 mathematics, Statistics, Probability and Uncertainty, Bessel function, Mathematics
Abstract

We define scaled skew Bessel processes and determine their Green’s functions and semi-group densities. We prove that these processes satisfy the time inversion property although the corresponding densities of the semi-groups are not, in general, twice differentiable in the density and starting point arguments. Some characterizations and semi-martingale properties are given.

Published
2019

3. Shiga–Watanabe's time inversion property for self-similar diffusion processes

Author

Vuolle-Apiala, Juha

Subjects
*ALGEBRAIC fields, *APPROXIMATION theory, *RADIAL basis functions, *TRANSCENDENTAL functions
Abstract

Abstract: Assume is -self-similar, rotation invariant diffusion on , , starting at 0 and assume {0} is a polar set. We will show, using the corresponding well-known result for the radial process, that Shiga–Watanabe''s time inversion property holds for . The generalization for an -self-similar, rotation invariant diffusion, , is also given. [Copyright &y& Elsevier]

Published
2007
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