Excursions of a \(BES_ o(d)\) and its drift term \((0

DOI10.1007/BF01197846zbMath0665.60073OpenAlexW2053509092MaRDI QIDQ1116190

Jean Bertoin

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01197846

zbMATH Keywords

Bessel processlocal timeexcursion theorycanonical decompositionoccupation densities

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition ⋮ Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\) ⋮ An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes ⋮ Excursion decompositions for SLE and Watts' crossing formula ⋮ On the local times of noise reinforced Bessel processes ⋮ Some results on lag increments of principal value of Brownian local time ⋮ Diffusions on a space of interval partitions: construction from marked Lévy processes

Cites Work

• Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
• Complements on the Hilbert transform and the fractional derivative of Brownian local times
• Local times for a class of Markoff processes
• A decomposition of Bessel Bridges
• Bessel diffusions as a one-parameter family of diffusion processes
• The exact hausdorff measure of the zero set of a stable process
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