On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d=21-alpha, 0 < alpha < 1Report as inadecuate




On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d=21-alpha, 0 < alpha < 1 - Download this document for free, or read online. Document in PDF available to download.

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires 2 IECN - Institut Élie Cartan de Nancy

Abstract : We precise the choice of constants in computations related to Bessel processes with dimension d=21-alpha, 0 < alpha < 1





Author: Catherine Donati-Martin - Bernard Roynette - Pierre Vallois - Marc Yor -

Source: https://hal.archives-ouvertes.fr/



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