A Kingman convolution approach to Bessel processes

zbMATH Open1175.60042MaRDI QIDQ3633249FDOQ3633249

Authors: Nguyen Van Thu 

Publication date: 18 June 2009

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publications.php

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zbMATH Keywords

Rayleigh distributionradial characteristic functionKingman convolutionindependent increment-type processesurbanik convolution algebras

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Markov processes (60J99) Generalizations of martingales (60G48) Continuous-time Markov processes on general state spaces (60J25) Random measures (60G57)

Cited In (5)

• Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization
• Classical definitions of the Poisson process do not coincide in the case of generalized convolutions
• Generalized convolutions and the Levi-Civita functional equation
• A convolution approach to multivariate Bessel proceses
• Lévy processes and stochastic integrals in the sense of generalized convolutions

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