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A New Proof of Williams' Decomposition of the Bessel Process of Dimension Three with a Look at Last-Hitting Times

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https://hal.archives-ouvertes.fr/hal-01172500
Contributor : Serena Benassù <>
Submitted on : Tuesday, July 7, 2015 - 2:50:28 PM
Last modification on : Friday, March 27, 2020 - 3:12:56 AM

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  • HAL Id : hal-01172500, version 1

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F.T. Bruss, M. Yor. A New Proof of Williams' Decomposition of the Bessel Process of Dimension Three with a Look at Last-Hitting Times. Bulletin of the Belgian Mathematical Society - Simon Stevin, Belgian Mathematical Society, 2015, 22 (2), pp.319-330. ⟨hal-01172500⟩

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