Abel transform and integrals of Bessel local times
From MaRDI portal
Publication:1304924
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
Brownian motion (60J65) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Local time and additive functionals (60J55)
Related Items (10)
Distributions of linear functionals of two parameter Poisson-Dirichlet random measures ⋮ Existence and asymptotic behaviour of some time-inhomogeneous diffusions ⋮ Functional limit theorems for renewal shot noise processes with increasing response functions ⋮ On the local time of random walks associated with Gegenbauer polynomials ⋮ On the number of empty boxes in the Bernoulli sieve I ⋮ Regularizing mappings of Lévy measures ⋮ Regenerative composition structures ⋮ Piecewise constant martingales and lazy clocks ⋮ Projections of scaled Bessel processs ⋮ Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
This page was built for publication: Abel transform and integrals of Bessel local times