\(\alpha\) -self-similar Markov processes (Q2266531): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Svend-Erik Graversen / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Juha Vuolle-Apiala / rank | |||
Normal rank | |||
Revision as of 12:51, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\alpha\) -self-similar Markov processes |
scientific article |
Statements
\(\alpha\) -self-similar Markov processes (English)
0 references
1986
0 references
Let ((X(t)), \(P^ x)\) be an \(\alpha\)-self-similar isotropic Markov process on \(R^ d\setminus \{0\}\). A representation of (X(t)), in terms of the radial and angular process which generalizes the skew product representation for Brownian motion is given.
0 references
alpha-self-similar isotropic Markov process
0 references
skew product representation for Brownian motion
0 references
