12 citations · 12 across the 2 of their papers we have counts for
2 papers
math.PR2005★ 12 cited
On processes which are infinitely divisible with respect to time
Roger Mansuy
The aim of this short note is to present the notion of IDT processes, which is a wide generalization of Lévy processes obtained from a modified infinitely divisible property. Speci…
math.PR2004
Harnesses, Levy bridges and Monsieur Jourdain
Roger Mansuy, Marc Yor
Relations between so-called harness processes and initial enlargements of the filtration of a Levy process with its positions at fixed times are investigated.