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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 1, Pages 127–130
(Mi tvp1123)
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This article is cited in 57 scientific papers (total in 57 papers)
Short Communications
Symmetric stable processes as traces of degenerate diffusion processes
S. A. Molchanov, E. Ostrovskii Moscow
Abstract:
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.
Received: 27.02.1968
Citation:
S. A. Molchanov, E. Ostrovskii, “Symmetric stable processes as traces of degenerate diffusion processes”, Teor. Veroyatnost. i Primenen., 14:1 (1969), 127–130; Theory Probab. Appl., 14:1 (1969), 128–131
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