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Showing 1 to 1 of 1 for “"infinite divisibility"”.
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Reciprocal classes of Markov processes : an approach with duality formulae
… on a duality formula satisfied by processes with infinitely divisible increments, in particular Lévy processes, which is well known in Malliavin calculus. We obtain two new methods to prove this duality formula, which are not based on the chaos decomposition of the space of square-integrable …