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math.PR2013
Spectral analysis of a family of symmetric, scale-invariant diffusions with singular coefficients and associated limit theorems
Jeremy T. Clark, Jeffrey H. Schenker
We discuss a family of time-reversible, scale-invariant diffusions with singular coefficients. In analogy with the standard Gaussian theory, a corresponding family of generalized c…
math.PR2013
Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time
Jeremy Thane Clark
I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values . The problem is t…