On certain integral functionals of squared Bessel processes
نویسندگان
چکیده
منابع مشابه
On Squared Bessel Particle Systems
We study the existence and uniqueness of solutions of SDEs describing squared Bessel particle systems in full generality. We define non-negative and non-colliding squared Bessel particle systems and we study their properties. Particle systems dissatisfying noncolliding and unicity properties are pointed out. The structure of squared Bessel particle systems is described.
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We are grateful to the referees and Benedikt Pötscher for their helpful and constructive comments+ The research of the first author was partially supported by OTKA grants T37668 and T43037 and NSF-OTKA grant INT0223262+ The research of the second author was partially supported by NATO grant PST+EAP+CLG 980599 and NSF-OTKA grant INT-0223262+ Address correspondence to István Berkes, Graz Universi...
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There are many old results of integrals involving Bessel functions, currently available in handbooks, but we found no recourse in the well-known references to how they were established. In this paper, we attempt to have a clear way of proving some of these results . In fact, we consider a certain class of Bessel integrals where we prove that such integrals vanish under certain conditions. To th...
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ژورنال
عنوان ژورنال: Stochastics
سال: 2015
ISSN: 1744-2508,1744-2516
DOI: 10.1080/17442508.2015.1026344