A zero-one law for integral functionals of the Bessel process
Séminaire de probabilités de Strasbourg (1990)
- Volume: 24, page 137-153
Access Full Article
topHow to cite
topReferences
top- [1] Engelbert, H.J. & Schmidt, W. (1981) On the behaviour of certain functionals of the Wiener process and applications to stochastic differential equations. Lecture Notes in Control and Information Sciences36, 47-55. Springer-Verlag, Berlin. Zbl0468.60077
- [2] Engelbert, H.J. & Schmidt, W. (1985) 0-1-Gesetze für die Konvergenz von Integralfunktionalen gewisser Semimartingale. Math. Nachr.123, 177-185. Zbl0582.60054
- [3] Engelbert, H.J. & Schmidt, W. (1987) On the Behaviour of Certain Bessel Functionals. An Application to a class of Stochastic Differential Equations. Math. Nachr.131, 219-234. Zbl0627.60070
- [4] Jeulin, T. (1982) Sur la convergence absolue de certaines integrales. In Séminaire de Probabilités XVI. Lecture Notes in Mathematics920, 248-255. Springer-Verlag, Berlin. Zbl0483.60020MR658688
- [5] Karatzas, I. & Shreve, S.E. (1987) Brownian Motion and Stochastic Calculus. Springer-Verlag, Berlin. Zbl0638.60065
- [6] Le Gall, J.F. (1985) Sur la mesure de Hausdorff de la courbe brownienne. In Séminaire de Probabilités XIX. Lecture Notes in Mathematics1123, 297-313. Springer-Verlag, Berlin. Zbl0563.60071MR889491
- [7] Pitman, J.W. & Yor, M. (1986) Some divergent integrals of Brownian motion. Analytic and Geometric Stochastics. Supplement to the journal Adv. Appl. Probability18 (December 1986), 109-116. Zbl0618.60074
- [8] Ray, D. (1963) Sojourn times of diffusion processes. Illinois J. Math.7, 615-630. Zbl0118.13403MR156383
- [9] Yor, M. (1978) Sur la continuité des temps locaux associés a certaines semi-martingales. Astérisque52-53, 23-35. MR509476