Symmetric stable processes as traces of degenerate diffusion processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 127-130
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In this article we show that symmetric stable processes may be considered as traces of diffusion processes of a special type (Bessel processes). This result generalizes the well-known theorem due to Spitzer concerning a similar representation of Cauchy processes.
@article{TVP_1969_14_1_a11,
author = {S. A. Molchanov and E. Ostrovskii},
title = {Symmetric stable processes as traces of degenerate diffusion processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {127--130},
publisher = {mathdoc},
volume = {14},
number = {1},
year = {1969},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a11/}
}
TY - JOUR AU - S. A. Molchanov AU - E. Ostrovskii TI - Symmetric stable processes as traces of degenerate diffusion processes JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1969 SP - 127 EP - 130 VL - 14 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a11/ LA - ru ID - TVP_1969_14_1_a11 ER -
S. A. Molchanov; E. Ostrovskii. Symmetric stable processes as traces of degenerate diffusion processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 127-130. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a11/