A new proof of Williams' decomposition of the Bessel process of dimension three with a look at last-hitting times. Bruss, F. T. & Yor, M. Bull. Belg. Math. Soc. Simon Stevin, 22(2):319–330, 2015.
Paper bibtex @article{MR3351045,
Author = {Bruss, F. Thomas and Yor, Marc},
Date-Added = {2016-01-19 20:59:02 +0000},
Date-Modified = {2016-01-19 20:59:02 +0000},
Fjournal = {Bulletin of the Belgian Mathematical Society. Simon Stevin},
Issn = {1370-1444},
Journal = {Bull. Belg. Math. Soc. Simon Stevin},
Mrclass = {60H30 (60G40)},
Mrnumber = {3351045},
Mrreviewer = {Adriana Ocejo Monge},
Number = {2},
Pages = {319--330},
Title = {A new proof of {W}illiams' decomposition of the {B}essel process of dimension three with a look at last-hitting times},
Url = {http://projecteuclid.org/euclid.bbms/1432840867},
Volume = {22},
Year = {2015},
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