Electronic Communications in Probability Excursions into a New Duality Relation for Diffusion Processes 1 a Duality for Excursion Rates of a Brownian Motion with Non-uniform Drift


new duality relation for random walks 1]. In this note we consider the diiusion process limit of their result, and use the alternative approach of It^ o excursion theory. This leads to a duality for It^ o excursion rates. In a recent paper 1] a new duality relation for random walks was introduced, and at the end of that paper a brief mention was made of a… (More)