Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders
| dc.creator | James, Lancelot F. | |
| dc.creator | Yor, Marc | |
| dc.date | 2007-01-02 | |
| dc.date.accessioned | 2026-07-07T07:37:59Z | |
| dc.date.available | 2026-07-07T07:37:59Z | |
| dc.description | We exhibit, in the form of some identities in law, some connections between tilted stable subordinators, time-changed by independent Gamma processes and the occupation times of Bessel spiders, or their bridges. These identities in law are then explained thanks to excursion theory. | |
| dc.identifier | https://arxiv.org/abs/math/0701049 | |
| dc.identifier | http://arxiv.org/abs/math/0701049 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/120964 | |
| dc.subject | Probability | |
| dc.title | Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders | |
| dc.type | text |