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Currently displaying 1 – 3 of 3

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Théorème du support pour les diffusions réfléchies de type Ventcell

Frédérique Petit — 1996

Annales de l'I.H.P. Probabilités et statistiques

A trivariate law for certain processes related to perturbed brownian motions

Philippe Carmona; Frédérique Petit; Marc Yor — 2004

Annales de l'I.H.P. Probabilités et statistiques

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

Philippe Carmona; Frédérique Petit; Marc Yor — 1998

Revista Matemática Iberoamericana

In this paper, we study particular examples of the intertwining relation Q_tΛ = ΛP_t between two Markov semi-groups (P_t, t ≥ 0) defined respectively on (E,ε) and (F,F), via the Markov kernel Λ: (E,ε) → (F,F).

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