Convergence of Some Integrals Associated with Bessel Processes
- 1 January 2001
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 45 (2) , 195-209
- https://doi.org/10.1137/s0040585x97978178
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Optimal Stopping Rules and Maximal Inequalities for Bessel ProcessesTheory of Probability and Its Applications, 1994
- Convergence of integrals of uniform empirical and quantile processesStochastic Processes and their Applications, 1993
- On the Behaviour of Certain Bessel Functional. An Application to a Class of Stochastic Differential EquationsMathematische Nachrichten, 1987
- 0-1-Gesetze für die Konvergenz von Integralfunktionalen gewisser SemimartingaleMathematische Nachrichten, 1985
- Bessel diffusions as a one-parameter family of diffusion processesProbability Theory and Related Fields, 1973