2K-B is proven non-Markovian, refuting equivalence to BES(5), while a degeneration is identified as a mixture of BES(3) with explicit multi-point distributions and generator.
Excursions away from the lipschitz minorant of a lévy process
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2024 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Non-Markovianity of $2K-B$ and a degeneration
2K-B is proven non-Markovian, refuting equivalence to BES(5), while a degeneration is identified as a mixture of BES(3) with explicit multi-point distributions and generator.