A jump-type SDE approach to real-valued self-similar Markov processes (Q2944916): Difference between revisions

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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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