Squared Bessel processes of positive and negative dimension embedded in Brownian local times

DOI10.1214/18-ECP174zbMath1414.60068arXiv1804.07316OpenAlexW2962997819MaRDI QIDQ1990043

Matthias Winkel, Jim W. Pitman

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07316

zbMATH Keywords

excursionsBrownian motionlocal timessquared Bessel processes

Mathematics Subject Classification ID

Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

Related Items (11)

Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\) ⋮ Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk ⋮ A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions ⋮ Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces ⋮ Captive jump processes for bounded random systems with discontinuous dynamics ⋮ Diffusions on a space of interval partitions: the two-parameter model ⋮ Unnamed Item ⋮ Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions ⋮ Independent factorization of the last zero arcsine law for Bessel processes with drift ⋮ Piecewise-tunneled captive processes and corridored random particle systems ⋮ Ranked masses in two-parameter Fleming–Viot diffusions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Self-similar scaling limits of Markov chains on the positive integers
• Excursions and local limit theorems for Bessel-like random walks
• Branching processes with immigration and related topics
• On the constructions of the skew Brownian motion
• On skew Brownian motion
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• A survey and some generalizations of Bessel processes
• Right inverses of Lévy processes and stationary stopped local times
• Uniform control of local times of spectrally positive stable processes
• Lenses in skew Brownian flow
• The genealogy of continuous-state branching processes with immigration
• Local time flow related to skew Brownian motion.
• Right inverses of nonsymmetric Lévy processes.
• Branching processes. II
• Wright-Fisher diffusion with negative mutation rates
• A decomposition of Bessel Bridges
• Bessel diffusions as a one-parameter family of diffusion processes
• A Critical Galton–Watson Branching Process with Emigration
• Semi-Stable Stochastic Processes
• Markov Processes, Gaussian Processes, and Local Times

This page was built for publication: Squared Bessel processes of positive and negative dimension embedded in Brownian local times