Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Chung, K.L. and Fuchs, W.H.J.On the distribution of values of sums of random variables. Mem. AMS. 6 (1951) 1–12.
Dym, H. and McKean, H.P.Gaussian processes, function theory, and the inverse spectral problem. Academic Press, London and New York, 1976.
Küchler, U.Some asymptotic properties of the transition densities of one-dimensional quasi-diffusions. Publ. RIMS Kyoto 16 (1980) pp 245–268.
Küchler, U. and Salminen, P.On spectral measures of strings and excursions of quasi-diffusions. Séminaire de Probabilités XXIII, Springer Lecture Notes No. 1372 (1989) 490–502.
London R.R., McKean H.P., Rogers L.C.G., Williams D.A martingale approach to some Wiener-Hopf Problems I. Séminaire de Probabilités XVI, Springer Lecture Notes No. 920 (1982) 41–67.
Maisonneuve, B.Exit systems. Ann. Prob. 3, (1975) 399–411.
McGill, P.Wiener-Hopf factorisation of Brownian motion. Prob. Th. Rel. Fields. 83, (1989) 355–389.
McGill, P.Some eigenvalue identities for Brownian motion. Proc.Camb.Phil.Soc. 105 (1989) 587–596.
Ray D.B.Stable processes with absorbing barrier. Trans. Amer. Math. Soc. 89 (1958) 16–24.
Revuz D. and Yor M.Continuous martingales and Brownian motion. Springer-Verlag, New York and Heidelberg, 1991.
Rogers, L.C.G.A diffusion first passage problem. Seminar on Stochastic Processes, 1983, Birkhäuser, Boston (1984) pp 151–160.
Rogozin, B. A.On the distribution of functionals related to boundary problems for processes with independent increments. Theory Prob. Appl. 11 (1966) 580–591.
Williams D.Some aspects of Wiener-Hopf factorization. Phil. Trans. R. Soc. Lond. A. 335 (1991) 593–608.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1992 Springer-Verlag
About this paper
Cite this paper
McGill, P. (1992). Generalised transforms, quasi-diffusions, and Désiré André's equation. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084325
Download citation
DOI: https://doi.org/10.1007/BFb0084325
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-56021-0
Online ISBN: 978-3-540-47342-8
eBook Packages: Springer Book Archive