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Looking for Martingales Associated to a Self-Decomposable Law

   
@article{EJP786,
	author = {Francis Hirsch and Marc Yor},
	title = {Looking for Martingales Associated to a Self-Decomposable Law},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {15},
	year = {2010},
	keywords = {Convex order, Self-decomposable law, Sato process, Karhunen-Loeve representation, Perturbed Bessel process, Ray-Knight theorem},
	abstract = {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},
	pages = {no. 29, 932-961},
	issn = {1083-6489},
	doi = {10.1214/EJP.v15-786},    
        url = {http://ejp.ejpecp.org/article/view/786}}