On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 − α ), 0 < α < 1
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Publication:3580734
DOI10.1556/SScMath.2007.1033zbMath1212.60070OpenAlexW2145636051MaRDI QIDQ3580734
Marc Yor, Pierre Vallois, Bernard Roynette, Catherine Donati-Martin
Publication date: 13 August 2010
Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1556/sscmath.2007.1033
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35)
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