A jump-type SDE approach to real-valued self-similar Markov processes (Q2944916): Difference between revisions
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English | A jump-type SDE approach to real-valued self-similar Markov processes |
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A jump-type SDE approach to real-valued self-similar Markov processes (English)
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8 September 2015
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self-similar Markov processes
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Lamperti representation
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jump-type stochastic differential equations
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spectrally negative Lévy processes
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squared Bessel processes
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