5 citations · 6 across the 5 of their papers we have counts for
5 papers
Occupation times on the legs of a diffusion spider
Paavo Salminen, David Stenlund
We study the joint moments of occupation times on the legs of a diffusion spider. Specifically, we give a recursive formula for the Laplace transform of the joint moments, which ex…
Some observations on the connection between Stirling numbers and Bessel numbers
David Stenlund
We present new proofs for some summation identities involving Stirling numbers of both first and second kind. The two main identities show a connection between Stirling numbers and…
On occupation times of one-dimensional diffusions
Paavo Salminen, David Stenlund
In this paper we study the moment generating function and the moments of occupation time functionals of one-dimensional diffusions. Assuming, specifically, that the process lives o…
Some Double Sums Involving Ratios of Binomial Coefficients Arising From Urn Models
David Stenlund, James G. Wan
In this paper we discuss a class of double sums involving ratios of binomial coefficients. The sums are of the form \[ \sum_{j=0}^{n} \sum_{i=0}^j \frac{\binom{f_1(n)}{i}}{\binom{f…
On the Mabinogion urn model
David Stenlund
In this paper we discuss the Mabinogion urn model introduced by D. Williams in Probability with Martingales (1991). Therein he describes an optimal control problem where the object…