| Michiel Hazewinkel - 1997 - 638 páginas
...three-dimensional Bessel process', Adv. Applied Probab. 7 (1975), 511-526. [3] PITMAN, JW, AND YOR, M.: 'Bessel processes and infinitely divisible laws', in D. WILLIAMS (ed.): Stochastic Integrals, Vol. 851 of Lecture Notes in Mathematics, Springer, 1981. [4] PITMAN, JW, AND YOR, M.: 'A decomposition... | |
| L. C. G. Rogers, David Williams - 2000 - 412 páginas
...Preprint No. II (1974). [3] Levy systems and path decompositions, in (,'inlar, Chung and Getoor [1, 1981]. PITMAN, JW and YOR, M. [I] Bessel processes and infinitely divisible laws. Stochastic Integrals (ed. D. Williams), Lecture Notes in Mathematics 851, Springer, Berlin, 1981, pp.... | |
| Marc Yor - 2001 - 220 páginas
...extensions de la loi de Tare sinus. CRAS Paris, t. 315, Serie I, 855-858 Pitman, JW and Yor, M. (1981). Bessel processes and infinitely divisible laws. In:...Williams, ed., Stochastic integrals. Lect. Notes in Maths, no. 851. Springer. Berlin. 285-370 Spit2er, F. (1958). Some theorems concerning 2-dimensional... | |
| Ole E. Barndorff-Nielsen, Thomas Mikosch, Sidney I. Resnick - 2001 - 436 páginas
...distribution of some perpetuities, Adv. Appl. Probab., 31-1 (1999), 112-134. [36] J. Pitman and M. Yor, Bessel processes and infinitely divisible laws, in D. Williams, ed., Stochastic Integrals, Lecture Notes in Math. 851, Springer, 1981. [37] J. Pitman and M. Yor, Level crossings of a Cauchy... | |
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