EXCURSIONS OF BROWNIAN-MOTION AND BESSEL PROCESSES

被引:87
作者
GETOOR, RK
SHARPE, MJ
机构
[1] Department of Mathematics, University of California, La Jolla, 92093, CA
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1979年 / 47卷 / 01期
关键词
D O I
10.1007/BF00533253
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
[No abstract available]
引用
收藏
页码:83 / 106
页数:24
相关论文
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  • [2] [Anonymous], T AM MATH SOC
  • [3] EXCURSIONS IN BROWNIAN-MOTION
    CHUNG, KL
    [J]. ARKIV FOR MATEMATIK, 1976, 14 (02): : 155 - 177
  • [4] GETOOR RK, UNPUBLISHED
  • [5] Ito K., 1965, Diffusion Processes and Their Sample Paths
  • [6] Magnus W., 1949, Formulas and Theorems for the Special Functions of Mathematical Physics