scientific article; zbMATH DE number 1047473

MaRDI QIDQ4349248zbMATH OpenFDO

Authors Bernhard Rauscher

Publication date 23 March 1998

Full work available at URL http://www.numdam.org/item?id=SPS_1997__31__266_0, https://eudml.org/doc/113963

zbMATH Keywords

local martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cited in

(4)

• 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 \(\mathbf n_{(-)}\)
• A simple proof of Pitman's 2M–X theorem
• Remarks on Pitman deficiency

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