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Pitman, Jim; Yor, Marc

A decomposition of Bessel bridges. (English) Zbl 0484.60062

Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 425-457 (1982).
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Cited in 4 Reviews
Cited in 158 Documents

MSC:

60J55 Local time and additive functionals
60J60 Diffusion processes
60J65 Brownian motion

Keywords:

Brownian local time; Bessel processes; excursion theory; Ray-Knight theorems
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\textit{J. Pitman} and \textit{M. Yor}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 425--457 (1982; Zbl 0484.60062)
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References:

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