Pitman, Jim; Yor, Marc Bessel processes and infinitely divisible laws. (English) Zbl 0469.60076 Stochastic integrals, Proc. LMS Durham Symp. 1980, Lect. Notes Math. 851, 285-370 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 50 Documents MSC: 60J60 Diffusion processes 60E07 Infinitely divisible distributions; stable distributions Keywords:infinitely divisible; Levy-Khinchine representation formula; first passage times; Bessel processes; last exit time; time reversal Citations:Zbl 0444.00014; Zbl 0386.34016; Zbl 0114.455 PDF BibTeX XML OpenURL