Quasi-invariance properties of a class of subordinators

Stochastic Processes and their Applications

Volumn 118, Issue 11, 2008, Pages 2038-2057

  von Renesse, Max K ^a   Yor, Marc ^b   Zambotti, Lorenzo ^b  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Dirichlet processes; Gamma processes; Quasi invariance; Subordinators

Indexed keywords

CONTROL THEORY; EQUIVALENCE CLASSES; RADON;

DIRICHLET PROCESSES; GAMMA PROCESSES; GENERAL CLASS; NON-LINEAR TRANSFORMATIONS; QUASI-INVARIANCE; STOCHASTIC PROCESSING; SUBORDINATORS;

RANDOM PROCESSES;

EID: 53049104903     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.11.008     Document Type: Article

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