Miclo, Laurent and Patie, Pierre (2022) On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes. Séminaire de Probabilités, 2301 (N ° 51). pp. 117-141.
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Abstract
Markovian intertwining relations between two Markov semigroups are related to the partial inclusion of the spectra of their generators, at least for finite ergodic processes. We check the limitations of this observation by investigating the Markov intertwining relations between the Ehrenfest, Yule and Ornstein-Uhlenbeck processes, whose spectra are all included into -Z+. As a by-product, we offer a clarification of an intertwining relation found in Biane [2] between the Yule and the Ornstein-Uhlenbeck processes.
Item Type: | Article |
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Language: | English |
Date: | 26 January 2022 |
Refereed: | Yes |
Place of Publication: | New-York |
Subjects: | B- ECONOMIE ET FINANCE |
Divisions: | Institut de mathématiques de Toulouse, TSE-R (Toulouse) |
Site: | UT1 |
Date Deposited: | 20 Apr 2020 13:24 |
Last Modified: | 27 Mar 2023 07:07 |
OAI Identifier: | oai:tse-fr.eu:123863 |
URI: | https://publications.ut-capitole.fr/id/eprint/33639 |