On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 - α), 0 < α < 1

Studia Scientiarum Mathematicarum Hungarica

Volumn 45, Issue 2, 2008, Pages 207-221

  Donati Martin, Catherine ^a   Roynette, Bernard ^b   Vallois, Pierre ^b   Yor, Marc ^a,c  

^a SORBONNE UNIVERSITÉ   (France)

^b UNIVERSITÉ DE LORRAINE   (France)

^c INSTITUT UNIVERSITAIRE DE FRANCE   (France)

Author keywords

Bessel processes; Excursion theory; Local time

Indexed keywords

EID: 43949103737     PISSN: 00816906     EISSN: 15882896     Source Type: Journal    
DOI: 10.1556/SScMath.2007.1033     Document Type: Article

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