A survey and some generalizations of Bessel processes

DOI10.3150/bj/1068128980zbMath1038.60079MaRDI QIDQ1395943

Marc Yor, Anja Göing-Jaeschke

Publication date: 2003

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1068128980

zbMATH Keywords

hitting times; Bessel processes; squared Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

60J60: Diffusion processes

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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