A zero-one law for integral functionals of the Bessel process

Xing-Xiong Xue

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 137-153

How to cite

top

Xue, Xing-Xiong. "A zero-one law for integral functionals of the Bessel process." Séminaire de probabilités de Strasbourg 24 (1990): 137-153. <http://eudml.org/doc/113712>.

@article{Xue1990,
author = {Xue, Xing-Xiong},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Bessel process; Brownian motion; zero-one law; counter-example},
language = {eng},
pages = {137-153},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A zero-one law for integral functionals of the Bessel process},
url = {http://eudml.org/doc/113712},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Xue, Xing-Xiong
TI - A zero-one law for integral functionals of the Bessel process
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 137
EP - 153
LA - eng
KW - Bessel process; Brownian motion; zero-one law; counter-example
UR - http://eudml.org/doc/113712
ER -

References

top
  1. [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. [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. [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. [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. [5] Karatzas, I. & Shreve, S.E. (1987) Brownian Motion and Stochastic Calculus. Springer-Verlag, Berlin. Zbl0638.60065
  6. [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. [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. [8] Ray, D. (1963) Sojourn times of diffusion processes. Illinois J. Math.7, 615-630. Zbl0118.13403MR156383
  9. [9] Yor, M. (1978) Sur la continuité des temps locaux associés a certaines semi-martingales. Astérisque52-53, 23-35. MR509476

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.