Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
type: Item
instance of: scholarly article
title: Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
zbMATH Open document ID: 0665.60073
DOI: 10.1007/BF01197846
publication date: 1990-01-01T00:00:00Z
review text: Let X be a \(BES_ 0(d)\) \((0<d<1)\) with canonical decomposition \(X=B+(d- 1)H\), where B is a Brownian motion and H locally of zero energy. The process (X;H) is shown to have local time at (0,0), and the characteristic measure of its excursions (in Itô's sense) is described. This study leads us to new determinations of the space variable-process defined by the occupation densities of H taken at some optional times.
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G55
zbMATH DE Number: 4088660
zbMATH Keywords: canonical decomposition
zbMATH Keywords: occupation densities
zbMATH Keywords: Bessel process
zbMATH Keywords: excursion theory
zbMATH Keywords: local time
author: Jean Bertoin
reviewed by: Jean Bertoin
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01197846
OpenAlex ID: W2053509092
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4088660