Looking for martingales associated to a self-decomposable law (Q638305): Difference between revisions

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Looking for martingales associated to a self-decomposable law
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    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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