A Variant of Pitman’s Theorem on\((2J_s-R_s,s\ge 0)\)for a General Transient Bessel Process\(R_{(+)}\)and Its Implications for the Corresponding Ito’s Measure\(\large \mathbf{n}_{(-)}\)

✍ Scribed by Yen, Ju-Yi; Yor, Marc

• Book ID: 120739984
• Publisher: Springer US
• Year: 2013
• Tongue: English
• Weight: 176 KB
• Volume: 28
• Category: Article
• ISSN: 0894-9840
• DOI: 10.1007/s10959-013-0505-0