On the Behaviour of Certain Bessel Functional. An Application to a Class of Stochastic Differential Equations

DOI10.1002/MANA.19871310120zbMath0627.60070OpenAlexW1984167521MaRDI QIDQ3763344

Wolfgang M. Schmidt, Hans-Jürgen Engelbert

Publication date: 1987

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19871310120

zbMATH Keywords

Bessel processbehaviour of integral functionalsconvergence of the functionals

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (6)

Some zero-one laws for additive functionals of Markov processes ⋮ Construction of local solutions to sde's with singular drift ⋮ Generalized volatility-stabilized processes ⋮ A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions ⋮ On absolute continuity and singularity of multidimensional diffusions ⋮ On a Zero-One Law for the Norm Process of Transient Random Walk

Cites Work

• On the divergence of certain integrals of the Wiener process
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