A survey and some generalizations of Bessel processes

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Publication:1395943


DOI10.3150/bj/1068128980zbMath1038.60079MaRDI QIDQ1395943

Marc Yor, Anja Göing-Jaeschke

Publication date: 2003

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1068128980


60J60: Diffusion processes

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)


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