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(−)

J.-Y. Yen , Marc Yor (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

Domaines: Probabilités [math.PR]

J.-Y. Yen, Marc 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, 2015, 28 (1), pp.223-230. ⟨hal-01149199⟩