On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 - α), 0 < α < 1

C. Donati-Martin 1 Bernard Roynette 2, 3 Pierre Vallois 2, 3 M. Yor 1
3 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
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Submitted on : Friday, June 27, 2008 - 11:58:40 AM
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C. Donati-Martin, Bernard Roynette, Pierre Vallois, M. Yor. On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 - α), 0 < α < 1. Studia Scientiarum Mathematicarum Hungarica, Akadémiai Kiadó, 2008, 45 (2), pp.207-221. ⟨hal-00291526⟩

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