scientific article; zbMATH DE number 1047472

MaRDI QIDQ4349246zbMATH OpenFDO

Authors Koichiro Takaoka

Publication date 1 April 1998

Full work available at URL http://www.numdam.org/item?id=SPS_1997__31__256_0, https://eudml.org/doc/113962

zbMATH Keywords

Brownian motionPitman's theoremstochastic differential equations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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Cited in

(2)

• Some Brownian functionals and their laws
• 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 \(\mathbf n_{(-)}\)

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