Retrieving Information from Subordination

DOI10.1007/978-3-642-33549-5_5zbMath1284.60084arXiv1005.3187OpenAlexW1566117365MaRDI QIDQ2838136

Marc Yor, Jean Bertoin

Publication date: 8 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.3187

zbMATH Keywords

stable subordinatorBougerol's identityrecovery problemgamma subordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Bougerol's identity in law and extensions ⋮ Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion

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