Projections of scaled Bessel processs (Q2316579)

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Projections of scaled Bessel processs
scientific article

    Statements

    title
    Projections of scaled Bessel processs (English)
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    author
    Constantinos Kardaras
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    Johannes Ruf
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    publication date
    6 August 2019
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    zbMATH Keywords
    Bessel process
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    filtering
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    local martingale
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    local time
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    Identifiers

    DOI
    10.1214/19-ECP246
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    Mathematics Subject Classification ID
    60G44
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    60G48
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    60H10
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    60J55
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    60J60
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    zbMATH DE Number
    7088984
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    arXiv ID
    1805.01404
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    OpenAlex ID
    W2963756776
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