Markov or non-Markov property of cM - X processes

Journal of the Mathematical Society of Japan

Volumn 56, Issue 2, 2004, Pages 519-540

  Matsumoto, Hiroyuki ^a   Ogura, Yukio ^b  

^a NAGOYA UNIVERSITY   (Japan)

^b SAGA UNIVERSITY   (Japan)

Author keywords

Brownian motion; L vy s theorem; Markov property; Pitman s theorem

Indexed keywords

EID: 3142680822     PISSN: 00255645     EISSN: 18811167     Source Type: Journal    
DOI: 10.2969/jmsj/1191418643     Document Type: Article

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