A convolution approach to multivariate Bessel proceses

MaRDI QIDQ3504646zbMATH OpenFDO

Authors Thu Van Nguyen, Shigeyoshi Ogawa, Makoto Yamazato

Publication date 11 June 2008

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Generalizations of martingales (60G48) Continuous-time Markov processes on general state spaces (60J25) Random measures (60G57)

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(5)

• Two-parameter Bessel processes
• A Kingman convolution approach to Bessel processes
• scientific article; zbMATH DE number 1406555 (Why is no real title available?)
• Bessel convolutions on matrix cones: Algebraic properties and random walks
• Convergence of some integrals associated with Bessel processes

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