A time-change approach to Kotani's extension of Yor's formula

DOI10.2969/jmsj/1145287096zbMath1093.60052OpenAlexW2093119911MaRDI QIDQ819561

Yuu Hariya

Publication date: 29 March 2006

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/1145287096

zbMATH Keywords

Brownian motiontransition probability3-dimensional Bessel processadditive exponential functional

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35) Limit theorems in probability theory (60F99)

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