Squared Bessel processes of positive and negative dimension embedded in Brownian local times
The Ray--Knight theorems show that the local time processes of various path fragments derived from a one-dimensional Brownian motion $B$ are squared Bessel processes of dimensions $0$, $2$, and $4$. It is also known that for various singular perturbations $X= |B| + \mu \ell$ of a reflecting Brownian...
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| Format: | Journal article |
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Institute of Mathematical Statistics
2018
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