For a transient Bessel process X let I(t) = in fs>tX(s) and§(t) = inf{u≥ 2 t: X(u) = I(t)}. In this note we compute the joint distribution of I(t),§(t) and Xt.
基金Supported by National Natural Science Foundation of China (19801020)
文摘For a transient Bessel process X let I(t) = in fs>tX(s) and§(t) = inf{u≥ 2 t: X(u) = I(t)}. In this note we compute the joint distribution of I(t),§(t) and Xt.