A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)
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Publication:2346978
DOI10.1007/s10959-013-0505-0zbMath1327.60160OpenAlexW2466279158MaRDI QIDQ2346978
Publication date: 26 May 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-013-0505-0
Cites Work
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- Pitman type theorem for one-dimensional diffusion processes
- Aspects of Brownian motion
- Itô's excursion theory and its applications
- On the excursion theory for linear diffusions
- Characterizing all diffusions with the 2M-X property
- On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 − α ), 0 < α < 1
- One-dimensional Brownian motion and the three-dimensional Bessel process
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