Looking for martingales associated to a self-decomposable law (Q638305)
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scientific article; zbMATH DE number 5946922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Looking for martingales associated to a self-decomposable law |
scientific article; zbMATH DE number 5946922 |
Statements
Looking for martingales associated to a self-decomposable law (English)
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9 September 2011
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convex order
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self-decomposable law
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Sato process
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Karhunen-Loève representation
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perturbed Bessel process
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Ray-Knight theorem
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