On regularity properties of Bessel flow

DOI10.1080/17442500701324401zbMath1195.60059arXiv0902.4232OpenAlexW2027640721MaRDI QIDQ3647585

Lioudmila Vostrikova

Publication date: 23 November 2009

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.4232

zbMATH Keywords

regularityasymptoticsbicontinuityBessel flow

Mathematics Subject Classification ID

Sample path properties (60G17)

Related Items (2)

Bismut-Elworthy-Li Formulae for Bessel Processes ⋮ SLE and Virasoro representations: fusion

Cites Work

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• Wishart processes
• Two-parameter Bessel processes
• Some new examples of Markov processes which enjoy the time-inversion property
• On the strong and weak solutions of stochastic differential equations governing Bessel processes
• On D. Williams' “Pinching Method” and Some Applications
• Large deviations for the Bessel clock
• Exponential functionals of Brownian motion and related processes

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