Corpus ID: 237940085

On the local times of noise reinforced Bessel processes

@inproceedings{Bertoin2021OnTL,
  title={On the local times of noise reinforced Bessel processes},
  author={Jean Bertoin},
  year={2021}
}
We investigate the effects of noise reinforcement on a Bessel process of dimension d ∈ (0, 2), and more specifically on the asymptotic behavior of its additive functionals. This leads us to introduce a local time process and its inverse. We identify the latter as an increasing self-similar (timehomogeneous) Markov process, and from this, several explicit results can be deduced. 

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