On the construction of Wiener integrals with respect to certain pseudo-Bessel processes

DOI10.1016/j.spa.2006.05.001zbMath1110.60055OpenAlexW2068380815MaRDI QIDQ860695

Tadahisa Funaki, Yuu Hariya, Marc Yor, Francis Hirsch

Publication date: 9 January 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.001

zbMATH Keywords

scaling propertyGebelein's inequalityHermite and Laguerre series expansionsItô's representation theorem

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (1)

On some Fourier aspects of the construction of certain Wiener integrals

Cites Work

• On some Fourier aspects of the construction of certain Wiener integrals
• Beta-gamma random variables and intertwining relations between certain Markov processes
• Stochastic processes and orthogonal polynomials
• Poincaré-type inequalities via stochastic integrals
• Quelques espaces fonctionnels associés à des processus gaussiens
• Semi-stable Markov processes. I
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