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Excursions of a BES0 (d) and its drift term (0<d<1)
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  • Published: June 1990

Excursions of a BES0 (d) and its drift term (0<d<1)

  • Jean Bertoin1 

Probability Theory and Related Fields volume 84, pages 231–250 (1990)Cite this article

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  • 16 Citations

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Summary

LetX be a BES0(d) (0<d<1) with canonical decompositionX=B+(d−1)H, whereB is a brownian motion andH locally of zero energy. The process (X; H) is shown to have a local time at (0; 0), and the characteristic measure of its excursions (in Itô's sense) is described. This study leads us to new determinations of the-space variable-process defined by the occupation densities ofH taken at some optional times.

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Authors and Affiliations

  1. Laboratoire de Probabilités (L.A. 224), Tour 56, Université Pierre et Marie Curie, 4 Place Jussieu, F-75252, Paris Cedex 05, France

    Jean Bertoin

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  1. Jean Bertoin
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Cite this article

Bertoin, J. Excursions of a BES0 (d) and its drift term (0<d<1). Probab. Th. Rel. Fields 84, 231–250 (1990). https://doi.org/10.1007/BF01197846

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  • Received: 08 February 1989

  • Revised: 18 July 1989

  • Issue Date: June 1990

  • DOI: https://doi.org/10.1007/BF01197846

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Keywords

  • Stochastic Process
  • Brownian Motion
  • Probability Theory
  • Local Time
  • Mathematical Biology
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