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.
A new proof of Williams' decomposition of the Bessel process of dimension three with a look at last-hitting times [link]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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	Bdsk-Url-1 = {http://projecteuclid.org/euclid.bbms/1432840867}}

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