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Excursions Into a New Duality Relation for Diffusion Processes

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Excursions Into a New Duality Relation for Diffusion Processes
2.	Creator	Author's name, affiliation, country	Kalvis M. Jansons; University College London
3.	Subject	Discipline(s)	Mathematics
3.	Subject	Keyword(s)	Excursions, Diffusion Processes
3.	Subject	Subject classification	60K35
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	1996-09-18
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/977
10.	Identifier	Digital Object Identifier	10.1214/ECP.v1-977
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 1
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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