Abel transform and integrals of Bessel local times
نویسندگان
چکیده
منابع مشابه
Abel transform and integrals of Bessel local times
We study integrals of the type ∫ t 0 φ(s)dLs, where φ is a positive locally bounded Borel function and Lt denotes the local time at level 0 of a Bessel process of dimension d, 0 < d < 2. 1991 Mathematics Subject Classifications : 60J65, 60J55, 45E10.
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincare (B) Probability and Statistics
سال: 1999
ISSN: 0246-0203
DOI: 10.1016/s0246-0203(99)00105-3