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A Discrete Bessel Process and Its Properties - MaRDI portal

A Discrete Bessel Process and Its Properties (Q3429721)

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A Discrete Bessel Process and Its Properties
scientific article

    Statements

    title
    A Discrete Bessel Process and Its Properties (English)
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    author
    A. S. Mishchenko
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    publication date
    2 April 2007
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    zbMATH Keywords
    Bessel process
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    random walk
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    Pitman theorem
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    Williams theorem
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    Identifiers

    zbMATH DE Number
    5139668
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    OpenAlex ID
    W2009227789
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