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Bessel processes and infinitely divisible laws

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Stochastic Integrals

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Author information

Authors and Affiliations

  1. Department of Statistics, University of California, 94720, Berkeley, Calif., U.S.A.

    Jim Pitman

  2. Laboratoire de Calcul des Probabilités, Université P. et M. Curie, 4 place Jussieu, F- 75230, Paris Cedex 05

    Marc Yor

Authors
  1. Jim Pitman
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  2. Marc Yor
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David Williams

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© 1981 Springer-Verlag

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Pitman, J., Yor, M. (1981). Bessel processes and infinitely divisible laws. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088732

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  • DOI: https://doi.org/10.1007/BFb0088732

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  • Print ISBN: 978-3-540-10690-6

  • Online ISBN: 978-3-540-38613-1

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