A time-change approach to Kotani's extension of Yor's formula

DOI10.2969/JMSJ/1145287096MaRDI QIDQ819561zbMATH OpenOpenAlexFDO

Authors Yuu Hariya

Publication date 29 March 2006

Published in Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2969/jmsj/1145287096

zbMATH Keywords

3-dimensional Bessel processadditive exponential functionalBrownian motiontransition probability

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Brownian motion (60J65)

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Cited in

(1)

• scientific article; zbMATH DE number 956697 (Why is no real title available?)

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