pitman’s theorem
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From Pitman's theorem to crystals

Noncommutativity and Singularities: Proceedings of French–Japanese symposia held at IHÉS in 2006 ◽

10.2969/aspm/05510001 ◽

2019 ◽

Author(s):

Philippe Biane

Keyword(s):

Pitman’S Theorem

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A Variant of Pitman’s Theorem on $$(2J_s-R_s,s\ge 0)$$ ( 2 J s - R s , s ≥ 0 ) for a General Transient Bessel Process $$R_{(+)}$$ R ( + ) and Its Implications for the Corresponding Ito’s Measure $$\large \mathbf{n}_{(-)}$$ n ( - )

Journal of Theoretical Probability ◽

10.1007/s10959-013-0505-0 ◽

2013 ◽

Vol 28 (1) ◽

pp. 223-230

Author(s):

Ju-Yi Yen ◽

Marc Yor

Keyword(s):

Bessel Process ◽

Pitman’S Theorem

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Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV

Studia Scientiarum Mathematicarum Hungarica ◽

10.1556/sscmath.2007.1032 ◽

2007 ◽

Vol 44 (4) ◽

pp. 469-516 ◽

Author(s):

Bernard Roynette ◽

Pierre Vallois ◽

Marc Yor

Keyword(s):

Brownian Motion ◽

Local Times ◽

Brownian Motions ◽

Pitman’S Theorem

We show that Pitman’s theorem relating Brownian motion and the BES (3) process, as well as the Ray-Knight theorems for Brownian local times remain valid, mutatis mutandis, under the limiting laws of Brownian motion penalized by a function of its one-sided maximum.

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On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman’s theorem

Lecture Notes in Mathematics - Séminaire de Probabilités XXXI ◽

10.1007/bfb0119311 ◽

1997 ◽

pp. 256-265 ◽

Author(s):

Koichiro Takaoka

Keyword(s):

Pitman’S Theorem

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Some remarks on Pitman’s theorem

Lecture Notes in Mathematics - Séminaire de Probabilités XXXI ◽

10.1007/bfb0119312 ◽

1997 ◽

pp. 266-271 ◽

Author(s):

Bernhard Rauscher

Keyword(s):

Pitman’S Theorem

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An Extension of Pitman's Theorem for Spectrally Positive Levy Processes

The Annals of Probability ◽

10.1214/aop/1176989701 ◽

1992 ◽

Vol 20 (3) ◽

pp. 1464-1483 ◽

Author(s):

Jean Bertoin

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Pitman’S Theorem

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