Some Brownian functionals and their laws
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Publication:1370221
DOI10.1214/aop/1024404505zbMath0885.60072MaRDI QIDQ1370221
Marc Yor, Catherine Donati-Martin
Publication date: 20 April 1998
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1024404505
Ray-Knight theorems; space-time harmonic functions; generalized Bessel processes; principal values of local times
60J65: Brownian motion
60J60: Diffusion processes
33C05: Classical hypergeometric functions, ({}_2F_1)
60J55: Local time and additive functionals
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