%0 Journal Article %1 pitman1999laplace %A Pitman, Jim %A Yor, Marc %D 1999 %I International Statistical Institute (ISI) and Bernoulli Society for Mathematical Statistics and Probability %J Bernoulli %K diffusions excursions hitting_times laplace_transform %N 2 %P pp. 249-255 %T Laplace Transforms Related to Excursions of a One-Dimensional Diffusion %U http://www.jstor.org/stable/3318434 %V 5 %X Various known expressions in terms of hyperbolic functions for the Laplace transforms of random times related to one-dimensional Brownian motion are derived in a unified way by excursion theory and extended to one-dimensional diffusions.

@article{pitman1999laplace, abstract = {Various known expressions in terms of hyperbolic functions for the Laplace transforms of random times related to one-dimensional Brownian motion are derived in a unified way by excursion theory and extended to one-dimensional diffusions.}, added-at = {2010-08-26T21:00:05.000+0200}, author = {Pitman, Jim and Yor, Marc}, biburl = {https://www.bibsonomy.org/bibtex/232487a00421279724f13507d75b3e2d1/peter.ralph}, copyright = {Copyright © 1999 International Statistical Institute (ISI) and Bernoulli Society for Mathematical Statistics and Probability}, interhash = {98b83794f95cf988701997710f33a078}, intrahash = {32487a00421279724f13507d75b3e2d1}, issn = {13507265}, journal = {Bernoulli}, jstor_articletype = {research-article}, jstor_formatteddate = {Apr., 1999}, keywords = {diffusions excursions hitting_times laplace_transform}, language = {English}, number = 2, pages = {pp. 249-255}, publisher = {International Statistical Institute (ISI) and Bernoulli Society for Mathematical Statistics and Probability}, timestamp = {2010-08-26T21:00:05.000+0200}, title = {Laplace Transforms Related to Excursions of a One-Dimensional Diffusion}, url = {http://www.jstor.org/stable/3318434}, volume = 5, year = 1999 }