Geodesic
Convergence of some integrals associated with Bessel processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 2, pp. 251-267 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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. 
@article{TVP_2000_45_2_a2,
     author = {A. S. Cherny},
     title = {Convergence of some integrals associated with {Bessel} processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {251--267},
     year = {2000},
     volume = {45},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a2/}
}
TY  - JOUR
AU  - A. S. Cherny
TI  - Convergence of some integrals associated with Bessel processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2000
SP  - 251
EP  - 267
VL  - 45
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a2/
LA  - ru
ID  - TVP_2000_45_2_a2
ER  - 
%0 Journal Article
%A A. S. Cherny
%T Convergence of some integrals associated with Bessel processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2000
%P 251-267
%V 45
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a2/
%G ru
%F TVP_2000_45_2_a2
A. S. Cherny. Convergence of some integrals associated with Bessel processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 2, pp. 251-267. http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a2/