Umut cCet.in

activity

20122026

most citedOn certain integral functionals of squared Bessel processes

3 citations · 4 across the 9 of their papers we have counts for

collaborators

Showing 2016 · math.PRShow all

2 papers · 2 filters

math.PR2016

Linear inverse problems for Markov processes and their regularisation

Umut Çetin

We study the solutions of the inverse problem \[ g(z)=\int f(y) P_T(z,dy) \] for a given $g$ , where $(P_{t} (\cdot, \cdot))_{t \geq 0}$ is the transition function of a given Markov pro…

math.PR2016

Path transformations for local times of one-dimensional diffusions

Umut Çetin

Let $X$ be a regular one-dimensional transient diffusion and $L^{y}$ be its local time at $y$ . The stochastic differential equation (SDE) whose solution corresponds to the process $X…