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Bessel processes and infinitely divisible laws

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Part of the Lecture Notes in Mathematics book series (LNM,volume 851)

Keywords

  • Brownian Motion
  • Bessel Function
  • Time Inversion
  • Exit Time
  • Infinitesimal Generator

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Pitman, J., Yor, M. (1981). Bessel processes and infinitely divisible laws. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088732

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  • DOI: https://doi.org/10.1007/BFb0088732

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