On the joint law of the L1 and L2 norms of a 3-dimensional Bessel bridge

Metadata only

Author

Date

2007

Type

Book Chapter

ETH Bibliography

yes

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Publication status

published

External links

Editor

Book title

Séminaire de probabilités XL

Journal / series

Lecture Notes in Mathematics

Volume

1899

Pages / Article No.

247 - 264

Publisher

Springer

Subject

Bessel bridges; Ornstein–Uhlenbeck process; Williams’ time-reversal; theorem; Feynman–Kac formula; Cylinder parabolic function; Boundary crossing

Organisational unit

03440 - Delbaen, Freddy

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ETH Bibliography

yes

Altmetrics

Research Collection