Distribution of integral functionals of the local time of a Bessel process

DOI10.1007/BF01362788MaRDI QIDQ1313636zbMATH OpenFDO

Authors A. N. Borodin

Publication date 2 March 1994

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01362788

zbMATH Keywords

Bessel processLaplace transformationlocal time

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65)

Review text

See the review in Zbl 0721.60082.

Cites work

• scientific article; zbMATH DE number 3069511 (Why is no real title available?)
• Local times for a class of Markoff processes
• Local times for Markov processes
• Random Walks and A Sojourn Density Process of Brownian Motion
• Sojourn times of diffusion processes

Cited in

(3)

• On the joint distribution of the future infimum and its location for a transient Bessel process
• scientific article; zbMATH DE number 5284401 (Why is no real title available?)
• scientific article; zbMATH DE number 1380604 (Why is no real title available?)

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