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

DOI10.1002/MANA.19871310120MaRDI QIDQ3763344zbMATH OpenOpenAlexFDO

Authors H.-J. Engelbert, Wolfgang M. Schmidt

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)

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Cites work

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• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• On the divergence of certain integrals of the Wiener process

Cited in

(20)

• Universality of the stochastic Bessel operator
• On absolute continuity and singularity of multidimensional diffusions
• scientific article; zbMATH DE number 4155617 (Why is no real title available?)
• Convergence of integral functionals of one-dimensional diffusions
• Some perpetual integral functionals of the three-dimensional Bessel process
• Construction of local solutions to sde's with singular drift
• Divergence of an integral of a process with small ball estimate
• A convolution approach to multivariate Bessel proceses
• Study of a functional linked to Bessel bridge
• Bessel-like processes and SDE
• Bessel SPDEs with general Dirichlet boundary conditions
• Generalized volatility-stabilized processes
• On functionals of excursions for Bessel processes with negative index
• On regularity properties of Bessel flow
• A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions
• Some zero-one laws for additive functionals of Markov processes
• scientific article; zbMATH DE number 4188924 (Why is no real title available?)
• On a zero-one law for the norm process of transient random walk
• scientific article; zbMATH DE number 936418 (Why is no real title available?)
• Convergence of some integrals associated with Bessel processes

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