A temporal factorization at the maximum for certain positive self-similar Markov processes (Q5139917): Difference between revisions

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Latest revision as of 04:07, 24 July 2024

scientific article; zbMATH DE number 7284531
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English
A temporal factorization at the maximum for certain positive self-similar Markov processes
scientific article; zbMATH DE number 7284531

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    A temporal factorization at the maximum for certain positive self-similar Markov processes (English)
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    11 December 2020
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    spectrally negative Lévy processes
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    positive self-similar Markov processes
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    splitting at the maximum
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    Wiener-Hopf factorization
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    martingales
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    time-changes
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    Identifiers

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