Looking for martingales associated to a self-decomposable law
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Publication:638305
DOI10.1214/EJP.v15-786zbMath1225.60131MaRDI QIDQ638305
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle4b5e.html
Ray-Knight theorem; convex order; Sato process; Karhunen-Loève representation; perturbed Bessel process; self-decomposable law
60J25: Continuous-time Markov processes on general state spaces
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