Beta-gamma random variables and intertwining relations between certain Markov processes

Beta-gamma random variables and intertwining relations between certain Markov processes. Carmona, P., Petit, F., & Yor, M. Rev. Mat. Iberoamericana, 14(2):311–367, 1998.

Paper doi bibtex

@article{MR1654531,
	Author = {Carmona, Philippe and Petit, Fr{\'e}d{\'e}rique and Yor, Marc},
	Date-Added = {2016-03-30 17:21:19 +0000},
	Date-Modified = {2019-02-25 11:59:22 -0600},
	Doi = {10.4171/RMI/241},
	Fjournal = {Revista Matem\'atica Iberoamericana},
	Impreso = {1},
	Issn = {0213-2230},
	Journal = {Rev. Mat. Iberoamericana},
	Mrclass = {60J25 (60G18 60J35 60J65)},
	Mrnumber = {1654531},
	Mrreviewer = {Juha Vuolle-Apiala},
	Number = {2},
	Pages = {311--367},
	Title = {Beta-gamma random variables and intertwining relations between certain {M}arkov processes},
	Url = {http://dx.doi.org/10.4171/RMI/241},
	Volume = {14},
	Year = {1998},
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	Bdsk-Url-1 = {http://dx.doi.org/10.4171/RMI/241}}

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