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Short Communications

Symmetric stable processes as traces of degenerate diffusion processes

S. A. Molchanov, E. Ostrovskii

Moscow

Abstract: In this article we show that symmetric stable processes may be considered as traces of diffusion processes of a special type (Bessel processes). This result generalizes the well-known theorem due to Spitzer concerning a similar representation of Cauchy processes.

Received: 27.02.1968

 English version: Theory of Probability and its Applications, 1969, 14:1, 128–131

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