On first range times of linear diffusions

Journal of Theoretical Probability

Volumn 18, Issue 3, 2005, Pages 567-593

  Salminen, Paavo ^a   Vallois, Pierre ^b  

^a ÅBO AKADEMI UNIVERSITY   (Finland)

^b UNIVERSITÉ DE LORRAINE   (France)

Author keywords

Bessel bridges; Bessel functions; Brownian motion; H transforms; Infimum; Ray Knight theorem; Supremum

Indexed keywords

EID: 21244436250     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10959-005-3519-4     Document Type: Article

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