Abel transform and integrals of Bessel local times

DOI10.1016/S0246-0203(99)00105-3zbMath0937.60080MaRDI QIDQ1304924

Mihai Gradinaru, Bernard Roynette, Pierre Vallois, Marc Yor

Publication date: 7 June 2000

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1999__35_4_531_0

zbMATH Keywords

local timeBessel processesAbel transform

Mathematics Subject Classification ID

Brownian motion (60J65) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Local time and additive functionals (60J55)

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