A Discrete Bessel Process and Its Properties

DOI10.1137/S0040585X97982098MaRDI QIDQ3429721zbMATH OpenOpenAlexFDO

Authors A. S. Mishchenko

Publication date 2 April 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982098

zbMATH Keywords

random walkBessel processWilliams theoremPitman theorem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

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(5)

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