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Showing 2004 · math.PRShow all
2 papers · 2 filters
math.PR2004
Diffusion local time storage
M. Kozlova, P. Salminen
In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the p…
math.PR2004
Perpetual integral functionals as hitting and occupation times
Paavo Salminen, Marc Yor
Let be a linear diffusion and a non-negative, Borel measurable function. We are interested in finding conditions on and which imply that the perpetual integral func…