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A Variant of Pitman’s Theorem on (2Js−Rs, s≥0) for a General Transient Bessel Process R(+) and Its Implications for the Corresponding Ito’s Measure n(−)

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https://hal.archives-ouvertes.fr/hal-01149199
Contributor : Serena Benassù <>
Submitted on : Wednesday, May 6, 2015 - 3:56:50 PM
Last modification on : Friday, March 27, 2020 - 4:02:42 AM

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  • HAL Id : hal-01149199, version 1

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J.-Y. Yen, M. Yor. A Variant of Pitman’s Theorem on (2Js−Rs, s≥0) for a General Transient Bessel Process R(+) and Its Implications for the Corresponding Ito’s Measure n(−). Journal of Theoretical Probability, Springer, 2015, 28 (1), pp.223-230. ⟨hal-01149199⟩

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