Keywords
- Brownian Motion
- Bessel Function
- Time Inversion
- Exit Time
- Infinitesimal Generator
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© 1981 Springer-Verlag
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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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