On functionals of excursions for Bessel processes with negative index
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Publication:4615044
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Cites work
- scientific article; zbMATH DE number 1047474 (Why is no real title available?)
- scientific article; zbMATH DE number 3446162 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- scientific article; zbMATH DE number 956704 (Why is no real title available?)
- A Guided Tour through Excursions
- On the excursion theory for linear diffusions
- Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
- The probability densities of the first hitting times of Bessel processes
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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