We study integrals of the type $\int_{0}^{t}\varphi(s)dL_{s}$, where $\varphi$ is a positive locally bounded Borel function and $L_{t}$ denotes the local time at level 0 of a Bessel process of dimension d, 0
Publié le : 1999-07-05
Classification:
Bessel local time,
Abel's integral operator,
60J65; 60J55; 45E10,
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR],
[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]
@article{hal-00091333,
author = {Gradinaru, Mihai and Roynette, Bernard and Vallois, Pierre and Yor, Marc},
title = {Abel transform and integrals of Bessel local times},
journal = {HAL},
volume = {1999},
number = {0},
year = {1999},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00091333}
}
Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc. Abel transform and integrals of Bessel local times. HAL, Tome 1999 (1999) no. 0, . http://gdmltest.u-ga.fr/item/hal-00091333/