Beta-gamma random variables and intertwining relations between certain Markov processes.

Carmona, Philippe, Petit, Frédérique, and Yor, Marc. "Beta-gamma random variables and intertwining relations between certain Markov processes.." Revista Matemática Iberoamericana 14.2 (1998): 311-367. <http://eudml.org/doc/39554>.

@article{Carmona1998,
abstract = {In this paper, we study particular examples of the intertwining relationQtΛ = ΛPtbetween two Markov semi-groups (Pt, t ≥ 0) defined respectively on (E,ε) and (F,F), via the Markov kernelΛ: (E,ε) → (F,F).},
author = {Carmona, Philippe, Petit, Frédérique, Yor, Marc},
journal = {Revista Matemática Iberoamericana},
keywords = {Proceso de Markov; Semigrupos; Proceso de difusión; Probabilidad; Variables aleatorias; Martingalas; Movimiento browniano; Markov process; intertwining relation; beta-gamma random variable},
language = {eng},
number = {2},
pages = {311-367},
title = {Beta-gamma random variables and intertwining relations between certain Markov processes.},
url = {http://eudml.org/doc/39554},
volume = {14},
year = {1998},
}

TY - JOUR
AU - Carmona, Philippe
AU - Petit, Frédérique
AU - Yor, Marc
TI - Beta-gamma random variables and intertwining relations between certain Markov processes.
JO - Revista Matemática Iberoamericana
PY - 1998
VL - 14
IS - 2
SP - 311
EP - 367
AB - In this paper, we study particular examples of the intertwining relationQtΛ = ΛPtbetween two Markov semi-groups (Pt, t ≥ 0) defined respectively on (E,ε) and (F,F), via the Markov kernelΛ: (E,ε) → (F,F).
LA - eng
KW - Proceso de Markov; Semigrupos; Proceso de difusión; Probabilidad; Variables aleatorias; Martingalas; Movimiento browniano; Markov process; intertwining relation; beta-gamma random variable
UR - http://eudml.org/doc/39554
ER -