Donati-Martin, C.; Song, S.; Yor, M. Symmetric stable processes, Fubini’s theorem, and some extensions of the Ciesielski-Taylor identities in law. (English) Zbl 0831.60049 Stochastics Stochastics Rep. 50, No. 1-2, 1-33 (1994). Summary: The Ciesielski-Taylor identities in law between certain functionals of two Bessel processes are generalized with the help of an integration by parts formula for squares of Gaussian processes. In turn, this formula may be extended to stable processes. In fact, an infinite-dimensional version of this formula characterizes stable processes. Cited in 2 Documents MSC: 60G05 Foundations of stochastic processes 60G07 General theory of stochastic processes Keywords:Ciesielski-Taylor identities; Bessel processes; stable processes PDF BibTeX XML Cite \textit{C. Donati-Martin} et al., Stochastics Stochastics Rep. 50, No. 1--2, 1--33 (1994; Zbl 0831.60049) Full Text: DOI