Looking for martingales associated to a self-decomposable law
type: Item
instance of: scholarly article
title: Looking for martingales associated to a self-decomposable law
zbMATH Open document ID: 1225.60131
author: Francis Hirsch
author: Marc Yor
published in: Electronic Journal of Probability
publication date: 2011-09-09T00:00:00Z
full work available at URL: viewarticle4b5e.html
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 5946922
zbMATH Keywords: convex order
zbMATH Keywords: self-decomposable law
zbMATH Keywords: Sato process
zbMATH Keywords: Karhunen-Loève representation
zbMATH Keywords: perturbed Bessel process
zbMATH Keywords: Ray-Knight theorem
MaRDI profile type: Publication
OpenAlex ID: W1974807712
DOI: 10.1214/EJP.V15-786
description: scientific article; zbMATH DE number 5946922