Resumen de Beta-gamma random variables and intertwining relations between certain Markov processes

Philippe Carmona, Marc Yor, Frédérique Petit

• In this paper, we study particular examples of the intertwining relation Qt? = ?Pt between two Markov semi-groups (Pt, t = 0) defined respectively on (E,e) and (F,F), via the Markov kernel ?: (E,e) ? (F,F).