7 citations · 40 across the 29 of their papers we have counts for
4 papers · 1 filter
On some exponential integral functionals of BM() and BES(3)
A. N. Borodin, Paavo Salminen
In this paper we derive the Laplace transforms of the integral functionals $$ \int_0^\infty (p(\exp(R…
On occupation times of stationary excursions
Marina Kozlova, Paavo Salminen
In this paper excursions of a stationary diffusion in stationary state are studied. In particular, we compute the joint distribution of the occupation times and $I^{(-)…
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…
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…