Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) (Q1116190)
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English | Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) |
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Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\) (English)
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1990
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Let X be a \(BES_ 0(d)\) \((0<d<1)\) with canonical decomposition \(X=B+(d- 1)H\), where B is a Brownian motion and H locally of zero energy. The process (X;H) is shown to have local time at (0,0), and the characteristic measure of its excursions (in Itô's sense) is described. This study leads us to new determinations of the space variable-process defined by the occupation densities of H taken at some optional times.
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canonical decomposition
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occupation densities
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Bessel process
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excursion theory
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local time
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