Looking for martingales associated to a self-decomposable law (Q638305)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Looking for martingales associated to a self-decomposable law |
scientific article |
Statements
Looking for martingales associated to a self-decomposable law (English)
0 references
9 September 2011
0 references
convex order
0 references
self-decomposable law
0 references
Sato process
0 references
Karhunen-Loève representation
0 references
perturbed Bessel process
0 references
Ray-Knight theorem
0 references
