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

  • Philippe Carmona

    Université Toulouse III, Toulouse, France
  • Frédérique Petit

    Université Paris VI et VII, France
  • Marc Yor

    Université Paris VI, France

Cite this article

Philippe Carmona, Frédérique Petit, Marc Yor, Beta-gamma random variables and intertwining relations between certain Markov processes. Rev. Mat. Iberoam. 14 (1998), no. 2, pp. 311–367

DOI 10.4171/RMI/241