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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 2, Pages 251–267
DOI: https://doi.org/10.4213/tvp462 (Mi tvp462) 		 
This article is cited in 11 scientific papers (total in 11 papers)

Convergence of some integrals associated with Bessel processes

A. S. Cherny

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (766 kB) Citations (11)
DOI: https://doi.org/10.4213/tvp462
Abstract: We study the convergence of the Lebesgue integrals for the processes $f(\rho_t)$. Here, $(\rho_t,\,t\ge0)$ is the $\delta$-dimensional Bessel process started at $\rho_0\ge0$ and $f$ is a positive Borel function. The obtained results are applied to prove that two Bessel processes of different dimensions have singular distributions.
Keywords: Bessel processes, Engelbert–Schmidt zero–one law, Brownian local time, regular continuous strong Markov processes, singularity of distributions.
Received: 21.11.1998
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 2, Pages 195–209
DOI: https://doi.org/10.1137/S0040585X97978178
Bibliographic databases:
Language: Russian
Citation: A. S. Cherny, “Convergence of some integrals associated with Bessel processes”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 251–267; Theory Probab. Appl., 45:2 (2001), 195–209
Citation in format AMSBIB
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\paper Convergence of some integrals associated with Bessel processes
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\issue 2
\pages 251--267
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\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 2
\pages 195--209
\crossref{https://doi.org/10.1137/S0040585X97978178}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000169004700002}
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  • https://doi.org/10.4213/tvp462
  • https://www.mathnet.ru/eng/tvp/v45/i2/p251
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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