Convergence of Some Integrals Associated with Bessel Processes

DOI10.1137/S0040585X97978178zbMath0982.60077OpenAlexW2031641659MaRDI QIDQ2752948

Alexander S. Cherny

Publication date: 22 October 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97978178

zbMATH Keywords

Bessel processBorel functionsingularity of distribution

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (4)

Invariance principle for non-homogeneous random walks ⋮ On symmetric and skew Bessel processes ⋮ Projections of spherical Brownian motion ⋮ On a Zero-One Law for the Norm Process of Transient Random Walk

This page was built for publication: Convergence of Some Integrals Associated with Bessel Processes