@article{AIHPB_1999__35_4_531_0,
author = {Gradinaru, Mihai and Roynette, Bernard and Vallois, Pierre and Yor, Marc},
title = {Abel transform and integrals of {Bessel} local times},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {531--572},
year = {1999},
publisher = {Gauthier-Villars},
volume = {35},
number = {4},
mrnumber = {1702241},
zbl = {0937.60080},
language = {en},
url = {https://www.numdam.org/item/AIHPB_1999__35_4_531_0/}
}
TY - JOUR AU - Gradinaru, Mihai AU - Roynette, Bernard AU - Vallois, Pierre AU - Yor, Marc TI - Abel transform and integrals of Bessel local times JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1999 SP - 531 EP - 572 VL - 35 IS - 4 PB - Gauthier-Villars UR - https://www.numdam.org/item/AIHPB_1999__35_4_531_0/ LA - en ID - AIHPB_1999__35_4_531_0 ER -
%0 Journal Article %A Gradinaru, Mihai %A Roynette, Bernard %A Vallois, Pierre %A Yor, Marc %T Abel transform and integrals of Bessel local times %J Annales de l'I.H.P. Probabilités et statistiques %D 1999 %P 531-572 %V 35 %N 4 %I Gauthier-Villars %U https://www.numdam.org/item/AIHPB_1999__35_4_531_0/ %G en %F AIHPB_1999__35_4_531_0
Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc. Abel transform and integrals of Bessel local times. Annales de l'I.H.P. Probabilités et statistiques, Tome 35 (1999) no. 4, pp. 531-572. https://www.numdam.org/item/AIHPB_1999__35_4_531_0/
[1] , Quelques applications de la théorie générale des processus, Invent. Math. 18 (1972) 293-336. | Zbl | MR
[2] and , Une solution simple au problème de Skorokhod, in: C. Dellacherie, P.A. Meyer and M. Weil, eds., Sém. Probab. XIII, Lect. Notes Math., Vol. 721, Berlin, Springer, 1979, pp. 90-115 and 625-633. | Zbl | MR | Numdam
[3] and , Symmetry characterizations of certain distributions 1, Math. Proc. Camb. Phil. Soc. 111 (1992) 387-399. | Zbl | MR
[4] and , Symmetry characterizations of certain distributions 2, Math. Proc. Camb. Phil. Soc. 112 (1992) 599-611. | Zbl | MR
[5] and , Some independence results related to the arcsine law, J. Theor. Probab. 9 (1996) 447-458. | Zbl | MR
[6] and , Handbook of Brownian Motion: Facts and Formulae, Birlehäuser, Berlin, 1996. | Zbl | MR
[7] and , On occupation times for Markov processes, Trans. Amer. Math. Soc. 84 (1957) 444-458. | Zbl | MR
[8] , The Brownian escape process, Ann. Probab. 7 (1979) 864-867. | Zbl | MR
[9] and , Abel Integral Equations: Analysis and Applications, Lect. Notes Math., Vol. 1461, Springer, Berlin, 1991. | Zbl | MR
[10] , , and , The laws of Brownian local time integrals, Prépublication No. 38-1997, Institut Élie Cartan, Université Henri Poincaré (Vandœuvre-lès-Nancy, France); to appear in Computational and Applied Mathematics, Birkhäuser, Boston, 1999. | Zbl | MR
[11] and , Diffusion Processes and Their Sample Paths, Springer, Berlin, 1965. | Zbl
[12] , Semi-martingales et Grossissement d'une Filtration, Lect. Notes Math., Vol. 833, Springer, Berlin, 1980. | Zbl | MR
[13] , Some probabilistic properties of Bessel functions, Ann. Probab. 6 (1978) 760-770. | Zbl | MR
[14] and , Symmetric stable processes as traces of degenerate diffusion processes, Theoty Probab. Appl. 14 (1969) 128-131. | Zbl | MR
[15] and , Bessel processes and infinitely divisible laws, in: D. Williams, ed., Stochastic Integrals, Lect. Notes Math., Vol. 851, Springer, Berlin, 1981, pp. 285-370. | Zbl | MR
[16] and , Local times and almost sure convergence of semimartingales, Ann. Inst. Henri Poincaré 31 (1995) 653-667. | Zbl | MR | Numdam
[17] and , Continuous Martingales and Brownian Motion, 2nd Ed., Springer, Berlin, 1994. | Zbl | MR
[18] , Some transformations of diffusions by time reversal, Ann. Probab. 8 (1980) 1157-1162. | Zbl | MR
[19] and , Computations of moments for discounted Brownian additive functionals, J. Math. Kyoto 38 (3) (1998) 475-486. | Zbl | MR
[20] , Some Aspects of Brownian Motion I: Some Special Functionals, Birkhäuser, Basel, 1992. | Zbl | MR
[21] , Local Times and Excursions for Brownian Motion: A Concise Introduction, Caracas-Paris, 1996.
[22] , Some Aspects of Brownian Motion II: Some Recent Martingale Problems, Birkhäuser, Berlin, 1997. | Zbl | MR
[23] , On certain discounted arcsine laws, Stochastic Process. Appl. 71 (1997) 111-122. | Zbl | MR






