Convergence of some integrals associated with Bessel processes (Q2752948)
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scientific article; zbMATH DE number 1665883
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of some integrals associated with Bessel processes |
scientific article; zbMATH DE number 1665883 |
Statements
22 October 2001
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Bessel process
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Borel function
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singularity of distribution
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Convergence of some integrals associated with Bessel processes (English)
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Let \(\rho_t, t\geq 0\), be a \(\delta\)-dimensional Bessel process started at \(\rho_0\geq 0\) and \(f\) be a positive Borel function. The author studies the convergence of the Lebesgue integrals for the process \(f(\rho_t)\). The obtained results are applied to prove that two Bessel processes of different dimensions have singular distributions.
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