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Stochastic Analysis and Applications pp 100–107Cite as

On square-root boundaries for Bessel processes, and pole-seeking Brownian motion

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References

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Authors and Affiliations

  1. Laboratoire de Probabilités, Université P. et M. Curie, 75230, Paris Cedex 05

    Marc Yor

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  1. Marc Yor
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Aubrey Truman David Williams

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© 1984 Springer-Verlag

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Yor, M. (1984). On square-root boundaries for Bessel processes, and pole-seeking Brownian motion. In: Truman, A., Williams, D. (eds) Stochastic Analysis and Applications. Lecture Notes in Mathematics, vol 1095. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099124

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  • DOI: https://doi.org/10.1007/BFb0099124

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13891-4

  • Online ISBN: 978-3-540-39103-6

  • eBook Packages: Springer Book Archive

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