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Quantile clocks

James, Lancelot F. and Zhang, Zhiyuan
Annals of Applied Probability Volume 21, Number 5 (October 2011), 1627-1662.

Journal article

Lamperti-type laws

James, Lancelot F.
Annals of Applied Probability Volume 20, Number 4 (August 2010), 1303-1340.

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