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

Ornstein-Uhlenbeck processBessel processGirsanov transformationLévy measure

Mathematics Subject Classification ID

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

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• Local extinction in continuous-state branching processes with immigration
• On functionals of excursions for Bessel processes with negative index
• On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
• Regenerative composition structures
• A formula on scattering length of dual Markov processes

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