Distribution of integral functionals of the local time of a Bessel process

DOI10.1007/BF01362788zbMath0784.60073MaRDI QIDQ1313636

A. N. Borodin

Publication date: 2 March 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Bessel processlocal timeLaplace transformation

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• Local times for a class of Markoff processes
• Sojourn times of diffusion processes
• Local times for Markov processes
• Random Walks and A Sojourn Density Process of Brownian Motion
• Unnamed Item