On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\) (Q3580734)
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scientific article; zbMATH DE number 5770334
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| English | On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\) |
scientific article; zbMATH DE number 5770334 |
Statements
On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 − α ), 0 < α < 1 (English)
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13 August 2010
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Bessel processes
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excursion theory
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local time
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0.8039712309837341
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0.7600415945053101
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0.7598050236701965
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0.7576430439949036
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