Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

scientific article; zbMATH DE number 1047474

From MaRDI portal
Publication:4349249
Jump to:navigation, search

zbMath0884.60071MaRDI QIDQ4349249

Marc Yor, Jim W. Pitman

Publication date: 11 August 1997

Full work available at URL: http://www.numdam.org/item?id=SPS_1997__31__272_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bessel processOrnstein-Uhlenbeck processLévy measureGirsanov transformation


Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)


Related Items (7)

An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes ⋮ On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator ⋮ Integral functionals under the excursion measure ⋮ On functionals of excursions for Bessel processes with negative index ⋮ Local extinction in continuous-state branching processes with immigration ⋮ Regenerative composition structures ⋮ On the excursion theory for linear diffusions







This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4349249&oldid=18324176"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 6 February 2024, at 22:29.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki