Abel transform and integrals of Bessel local times

Authors
Gradinaru, M Roynette, B Vallois, P Yor, M
Citation
M. Gradinaru et al., Abel transform and integrals of Bessel local times, ANN IHP-PR, 35(4), 1999, pp. 531-572
Citations number
24
Categorie Soggetti
Mathematics
Journal title
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN journal
02460203 → ACNP
Volume
35
Issue
4
Year of publication
1999
Pages
531 - 572
Database
ISI
SICI code
0246-0203(199907/08)35:4<531:ATAIOB>2.0.ZU;2-#
Abstract
We study integrals of the type integral(0)(t) phi(s)dL(s), where phi is a p ositive locally bounded Borel function and L-t denotes the local time at le vel 0 of a Bessel process of dimension d, 0 < d < 2. (C) Elsevier, Paris.