Perturbed Bessel processes
R.A. Doney; Jonathan Warren; Marc Yor
Séminaire de probabilités de Strasbourg (1998)
- Volume: 32, page 237-249
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topDoney, R.A., Warren, Jonathan, and Yor, Marc. "Perturbed Bessel processes." Séminaire de probabilités de Strasbourg 32 (1998): 237-249. <http://eudml.org/doc/113987>.
@article{Doney1998,
author = {Doney, R.A., Warren, Jonathan, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian motion; local time; Bessel process},
language = {eng},
pages = {237-249},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Perturbed Bessel processes},
url = {http://eudml.org/doc/113987},
volume = {32},
year = {1998},
}
TY - JOUR
AU - Doney, R.A.
AU - Warren, Jonathan
AU - Yor, Marc
TI - Perturbed Bessel processes
JO - Séminaire de probabilités de Strasbourg
PY - 1998
PB - Springer - Lecture Notes in Mathematics
VL - 32
SP - 237
EP - 249
LA - eng
KW - Brownian motion; local time; Bessel process
UR - http://eudml.org/doc/113987
ER -
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Citations in EuDML Documents
top- Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum, Coalescence of skew brownian motions
- L. Chaumont, R. A. Doney, Y. Hu, Upper and lower limits of doubly perturbed brownian motion
- Philippe Carmona, Frédérique Petit, Marc Yor, A trivariate law for certain processes related to perturbed brownian motions
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