On functionals of excursions for Bessel processes with negative index
DOI10.4064/SM170309-15-3zbMATH Open1422.60126OpenAlexW2902485531WikidataQ128821038 ScholiaQ128821038MaRDI QIDQ4615044FDOQ4615044
Authors: Tomasz Byczkowski, Maciej Wiśniewolski, Jacek Jakubowski 
Publication date: 1 February 2019
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/sm170309-15-3
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Cites Work
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- The probability densities of the first hitting times of Bessel processes
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- Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
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- A Guided Tour through Excursions
- On the excursion theory for linear diffusions
Cited In (4)
- Persistence and exit times for some additive functionals of skew Bessel processes
- 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 \(\mathbf n_{(-)}\)
- Counting excursions: symmetries, knock-ins and non-linear formula for Itô-McKean diffusions
- Exit times densities of the Bessel process
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