Convergence of some integrals associated with Bessel processes

DOI10.1137/S0040585X97978178MaRDI QIDQ2752948zbMATH OpenOpenAlexFDO

Authors A. S. Cherny

Publication date 22 October 2001

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97978178

zbMATH Keywords

Bessel processBorel functionsingularity of distribution

Mathematics Subject Classification ID

Diffusion processes (60J60)

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• On symmetric and skew Bessel processes
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