On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge

DOI10.1007/978-3-540-71189-6_13zbMath1142.60023arXiv1211.2222OpenAlexW1997977512MaRDI QIDQ5423756

Pierre Patie, Larbi Alili

Publication date: 31 October 2007

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2222

zbMATH Keywords

Ornstein-Uhlenbeck processcylinder parabolic function

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Generalized stochastic processes (60G20)

This page was built for publication: On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge