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Excursions Into a New Duality Relation for Diffusion Processes

   
@article{ECP977,
	author = {Kalvis Jansons},
	title = {Excursions Into a New Duality Relation for Diffusion Processes},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {1},
	year = {1996},
	keywords = {Excursions, Diffusion Processes},
	abstract = {This work was motivated by the recent work by H. Dette, J. Pitman and W.J. Studden on a new duality relation for random walks. In this note we consider the diffusion process limit of their result, and use the alternative approach of Ito excursion theory. This leads to a duality for Ito excursion rates.},
	pages = {no. 7, 65-69},
	issn = {1083-589X},
	doi = {10.1214/ECP.v1-977},    
        url = {http://ecp.ejpecp.org/article/view/977}}