Bessel diffusions as a one-parameter family of diffusion processes

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Symmetric Stable Processes as Traces of Degenerate Diffusion Processes
Title not available (Why is that?)
On the uniqueness of solutions of stochastic differential equations
Title not available (Why is that?)
Proof of the law of iterated logarithm through diffusion equation

Cited In (78)

Projections of scaled Bessel processs
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable
Ranked masses in two-parameter Fleming–Viot diffusions
The Seneta-Heyde scaling for supercritical super-Brownian motion
One-sided maximal inequalities for a randomly stopped Bessel process
On the spine of the two-particle Fleming-Viot process driven by Brownian motion
The relation of spatial and tensor product of Arveson systems -- the random set point of view
Shiga-Watanabe's time inversion property for self-similar diffusion processes
Taylor estimates for the laws of pinned Bessel bridges, and integration by parts
Pricing perpetual timer option under the stochastic volatility model of Hull-White
Stationary local random countable sets over the Wiener noise
Shuffling cards by spatial motion
Brownian motion in hyperspherical co-ordinates
Time inversion property for rotation invariant self-similar diffusion processes
Association and infinite divisibility for the Wishart distribution and its diagonal marginals
On the semi-group of a scaled skew Bessel process
Bessel SPDEs and renormalised local times
Fundamental solution for Cauchy initial value problem for parabolic PDEs with discontinuous unbounded first-order coefficient at the origin. Extension of the classical parametrix method
Comparison theorems for Brownian motions on Riemannian manifolds and their applications
An excursion approach to Ray-Knight theorems for perturbed Brownian motion
On the transition densities for reflected diffusions
Volume growth and escape rate of Brownian motion on a complete Riemannian manifold
The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
Brownian Excursions from Hyperplanes and Smooth Surfaces
Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
A criterion of convergence of measure‐valued processes: application to measure branching processes
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
From Sturm-Liouville problems to fractional and anomalous diffusions
Wishart processes
Affine processes and applications in finance
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
The Skorokhod problem in a time-dependent interval
Representations and isomorphism identities for infinitely divisible processes
Squared Bessel processes of positive and negative dimension embedded in Brownian local times
Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes)
Limiting angle of Brownian motion in certain two-dimensional Cartan-Hadamard manifolds
On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
Dynkin's isomorphism theorem and the Ray-Knight theorems
Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration
Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves
Construction of immigration superprocesses with dependent spatial motion from one-di\-men\-sion\-al excursions
Itô's excursion theory and its applications
Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
Bessel SPDEs with general Dirichlet boundary conditions
BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
On time inversion of one-dimensional diffusion processes
Random Brownian scaling identities and splicing of Bessel processes
THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
Analysis of market weights under volatility-stabilized market models
A ratio inequality for Bessel processes.
A decomposition of Bessel Bridges
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION
Bessel bridges decomposition with varying dimension: applications to finance
Travelling-waves for the FKPP equation via probabilistic arguments
IBNR reserves under stochastic interest rates
Large deviations for squared radial Ornstein-Uhlenbeck processes.
On the future infima of some transient processes
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes
Call option prices based on Bessel processes
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
On a connection between the non-central \(\chi ^ 2\) distribution and Bessel diffusions
Effect of random time changes on Loewner hulls
Harmonic measure on 3-dimensional Brownian paths
Strong approximation of Bessel processes
Some connections between excursion theory and the discrete Schrödinger equation with random potentials
Iterated integrals with respect to Bessel processes
A limit theorem of two-type Galton-Watson branching processes with immigration
Invariance principle for the maximal position process of branching Brownian motion in random environment
Brownian motion and Dirichlet problems at infinity
MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS
A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration
Skew convolution semigroups and affine Markov processes
Volume growth and escape rate of symmetric diffusion processes
Random creation and dispersion of mass
Branching processes with immigration and related topics

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