On functionals of excursions for Bessel processes with negative index

DOI10.4064/sm170309-15-3zbMath1422.60126OpenAlexW2902485531WikidataQ128821038 ScholiaQ128821038MaRDI QIDQ4615044

Tomasz Byczkowski, Maciej Wiśniewolski, Jacek Jakubowski

Publication date: 1 February 2019

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/sm170309-15-3

zbMATH Keywords

squared Bessel processcharacteristic measureexcursions of Markov processfirst hitting time of \(z\)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

Related Items (1)

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Cites Work

• On the excursion theory for linear diffusions
• The probability densities of the first hitting times of Bessel processes
• A Guided Tour through Excursions
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
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