A survey and some generalizations of Bessel processes

Bernoulli

Volumn 9, Issue 2, 2003, Pages 313-349

  Göing Jaeschke, Anja ^a   Yor, Marc ^b  

^a Baloise Insurance Group   (Switzerland)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Bessel processes; Bessel processes with negative dimension; Cox Ingersoll Ross processes; First hitting times; Radial Ornstein Uhlenbeck processes

Indexed keywords

EID: 1042285606     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1068128980     Document Type: Article

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