The Bessel motion and a singular integral equation

DOI10.1215/KJM/1250775917MaRDI QIDQ5654585zbMATHOpenAlexFDO

Authors Henry P. McKean

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

Mathematics Subject Classification ID

Singular nonlinear integral equations (45G05) Stochastic processes (60Gxx) Integral equations with miscellaneous special kernels (45H05)

Cited in

(14)

• Explicit asymptotics on first passage times of diffusion processes
• Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\)
• Sharp maximal inequalities for stochastic processes
• Large deviation principle for complex solution to squared Bessel SDE
• The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
• Hitting half-spaces by Bessel-Brownian diffusions
• Hitting times of Bessel processes
• A Singular Stochastic Integral Equation
• Stochastic differential equations for Lie group valued moment maps
• A Lagrangian program detecting the weighted Fermat-Steiner-Fréchet multitree for a Fréchet \(N\)-multisimplex in Euclidean \(N\)-space
• On the uniqueness of a local martingale with a given absolute value
• A ratio inequality for Bessel processes.
• Sticky Bessel diffusions
• A note on some laws of the iterated logarithm

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