Some Brownian functionals and their laws
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Publication:1370221
DOI10.1214/aop/1024404505zbMath0885.60072OpenAlexW1965667934MaRDI QIDQ1370221
Marc Yor, Catherine Donati-Martin
Publication date: 20 April 1998
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1024404505
Ray-Knight theoremsspace-time harmonic functionsgeneralized Bessel processesprincipal values of local times
Brownian motion (60J65) Diffusion processes (60J60) Classical hypergeometric functions, ({}_2F_1) (33C05) Local time and additive functionals (60J55)
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