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math.PR2026
On the time a diffusion process spends along a line
Nils Lid Hjort, Rafail Zalmonovich Khasminskii
For an arbitrary diffusion process with time-homogeneous drift and variance parameters and , let be times the total time s…
math.PR2026
A simple proof of the discreteness of Dirichlet processes
Nils Lid Hjort
That Dirichlet processes are discrete with probability 1 is demonstrated once more. And yes, these two pages spent fifty years in Norwegian.