scientific article; zbMATH DE number 1047474

MaRDI QIDQ4349249zbMATH OpenFDO

Authors Marc Yor, Jim Pitman

Publication date 11 August 1997

Full work available at URL http://www.numdam.org/item?id=SPS_1997__31__272_0, https://eudml.org/doc/113964

zbMATH Keywords

Bessel processGirsanov transformationLévy measureOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

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

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