Excursions of diffusion processes and continued fractions
Alain Comtet 1, 2, Yves Tourigny 3 Annales de l’Institut Henri Poincaré (B) Probabilités et Statistiques 47 (2011) 850-874 It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in terms of […]
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