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

DOI10.1007/BF01362788zbMATH Open0784.60073MaRDI QIDQ1313636FDOQ1313636

A. N. Borodin

Publication date: 2 March 1994

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

zbMATH Keywords

local timeBessel processLaplace transformation

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Local times for a class of Markoff processes
• Sojourn times of diffusion processes
• Random Walks and A Sojourn Density Process of Brownian Motion
• Local times for Markov processes

Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the joint distribution of the future infimum and its location for a transient Bessel process

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