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-), 0<<1

DOI10.1556/SSCMATH.2007.1033zbMATH Open1212.60070OpenAlexW2145636051MaRDI QIDQ3580734FDOQ3580734

Authors Bernard Roynette, Pierre Vallois, Marc Yor, Catherine Donati-Martin

Publication date 13 August 2010

Published in Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1556/sscmath.2007.1033

zbMATH Keywords

local timeBessel processesexcursion theory

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55)

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(15)

• Functional limit theorem for occupation time processes of intermittent maps
• Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)
• Projections of scaled Bessel processs
• Integral representations of certain measures in the one-dimensional diffusions excursion theory
• Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations
• Functional limit theorems for processes pieced together from excursions
• A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)
• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
• Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
• One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes
• Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
• On the local times of noise reinforced Bessel processes
• The trunks of \(\mathrm{CLE}(4)\) explorations
• Some explicit Krein representations of certain subordinators, including the gamma process

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