Distribution of integral functionals of the local time of a Bessel process
type: Item
instance of: scholarly article
title: Distribution of integral functionals of the local time of a Bessel process
zbMATH Open document ID: 0784.60073
DOI: 10.1007/BF01362788
author: A. N. Borodin
published in: Journal of Soviet Mathematics
publication date: 1994-03-02T00:00:00Z
review text: See the review in Zbl 0721.60082.
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 497701
zbMATH Keywords: Laplace transformation
zbMATH Keywords: Bessel process
zbMATH Keywords: local time
MaRDI profile type: Publication
cites work: Local times for a class of Markoff processes
cites work: Local times for Markov processes
cites work: Q5808624
cites work: Sojourn times of diffusion processes
cites work: Random Walks and A Sojourn Density Process of Brownian Motion
description: scientific article; zbMATH DE number 497701