The Bessel motion and a singular integral equation
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Publication:5654585
DOI10.1215/kjm/1250775917zbMath0243.45009OpenAlexW2116295555MaRDI QIDQ5654585
Publication date: 1960
Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250775917
Singular nonlinear integral equations (45G05) Integral equations with miscellaneous special kernels (45H05) Stochastic processes (60Gxx)
Related Items (12)
The Novikov and entropy conditions of multidimensional diffusion processes with singular drift ⋮ Sticky Bessel diffusions ⋮ A Singular Stochastic Integral Equation ⋮ Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) ⋮ Hitting times of Bessel processes ⋮ A ratio inequality for Bessel processes. ⋮ Sharp maximal inequalities for stochastic processes ⋮ Hitting half-spaces by Bessel-Brownian diffusions ⋮ A note on some laws of the iterated logarithm ⋮ On the uniqueness of a local martingale with a given absolute value ⋮ Stochastic differential equations for Lie group valued moment maps ⋮ Explicit asymptotics on first passage times of diffusion processes
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