Title: Self-similar processes with independent increments associated with Levy and Bessel processes
Author: M. Jeanblanc and J. Pitman and M.  Yor
Abstract:
Wolfe and Sato gave two different
representations of a random variable X with a self-decomposable 
distribution in terms of processes with independent increments.
This paper shows how either of these representations follows easily
from the other, and makes these representations more explicit
when X is either a first or last passage time for a Bessel process.
Date: January, 2002