Self-similar Processes with Independent Increments Associated with L Evy and Bessel Processes
نویسندگان
چکیده
1 Abstract Wolfe 1982 and Sato 1991 gave t wo diierent representations of a random variable X 1 with a self-decomposable distribution in terms of processes with independent increments. This paper shows how either of these representations follows easily from the other, and makes these representations more explicit when X 1 is either a rst or last passage time for a Bessel process.
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تاریخ انتشار 2002