The second order local time of the Bessel process at the moment inverse to local time
    
    
  
  
  
      
      
      
        
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 34, Tome 525 (2023), pp. 30-50
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			According to the Ray–Knight description the Bessel local time at the moment inverse to local time is a diffusion process with respect to space parameter. This diffusion has a local time. Thus, we come to the definition of the local time of the original Bessel local time. We will call such a process the Bessel local time of the second order at the moment, inverse to local time. The paper studies the Laplace transform of the distribution of the second order Bessel local time.
			
            
            
            
          
        
      @article{ZNSL_2023_525_a3,
     author = {A. N. Borodin},
     title = {The second order local time of the {Bessel} process at the moment inverse to local time},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {30--50},
     publisher = {mathdoc},
     volume = {525},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2023_525_a3/}
}
                      
                      
                    A. N. Borodin. The second order local time of the Bessel process at the moment inverse to local time. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 34, Tome 525 (2023), pp. 30-50. http://geodesic.mathdoc.fr/item/ZNSL_2023_525_a3/