Density factorizations for Brownian motion, meander and the three-dimensional Bessel process, and applications. Imhof, J. J. Appl. Probab., 21(3):500–510, 1984.
bibtex   
@article{MR752015,
	Author = {Imhof, J.-P.},
	Coden = {JPRBAM},
	Date-Added = {2010-09-02 15:00:13 -0700},
	Date-Modified = {2010-09-02 15:00:13 -0700},
	Fjournal = {Journal of Applied Probability},
	Issn = {0021-9002},
	Journal = {J. Appl. Probab.},
	Mrclass = {60J65},
	Mrnumber = {752015 (85j:60152)},
	Mrreviewer = {F. B. Knight},
	Number = {3},
	Pages = {500--510},
	Title = {Density factorizations for {B}rownian motion, meander and the three-dimensional {B}essel process, and applications},
	Volume = {21},
	Year = {1984},
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	Bdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=752015}}

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