The Bessel motion and a singular integral equation

DOI10.1215/KJM/1250775917zbMATH Open0243.45009OpenAlexW2116295555MaRDI QIDQ5654585FDOQ5654585

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)

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

This page was built for publication: The Bessel motion and a singular integral equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5654585)