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)

zbMATH Keywords

local timeBessel processLaplace transformation

Mathematics Subject Classification ID

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

Cites work

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

Cited in

(3)

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

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