We construct martingales whose 1-dimensional marginals are those of a centered self-decomposable variable multiplied by some power of time $t$. Many examples involving quadratic functionals of Bessel processes are discussed
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机译:我们构造mar,其一维边际是中心可分解的变量乘以一定时间的力量$ t $。讨论了许多涉及Bessel过程二次函数的示例
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