Bessel Processes and Ray-Knight Theorems

  • Daniel Revuz
  • Marc Yor
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 293)

Abstract

In this section, we take up the study of Bessel processes which was begun in Sect. 3 of Chap. VI and we use the notation thereof. We first make the following remarks.

Keywords

Markov Process Local Time Comparison Theorem Local Martingale Bessel Process 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1991

Authors and Affiliations

  • Daniel Revuz
    • 1
  • Marc Yor
    • 2
  1. 1.Département de MathématiquesUniversité de Paris VIIParis Cedex 05France
  2. 2.Laboratoire de ProbabilitésUniversité Pierre et Marie CurieParis Cedex 05France

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