A new proof of Williams' decomposition of the Bessel process of dimension three with a look at last-hitting times (Q2349226)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new proof of Williams' decomposition of the Bessel process of dimension three with a look at last-hitting times |
scientific article |
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A new proof of Williams' decomposition of the Bessel process of dimension three with a look at last-hitting times (English)
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22 June 2015
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Bessel process
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decomposition
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Brownian motion
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Ornstein-Uhlenbeck process
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last-hitting times
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stopping times
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\(1/e\)-law of best choice
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proportional increment process
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compassionate-use clinical trials
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