Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes

DOI10.1214/17-EJP33zbMath1357.60079arXiv1601.08056OpenAlexW2964125514MaRDI QIDQ513073

Loïc Chaumont, Tomasz Żak, Larbi Alili, Piotr Graczyk

Publication date: 3 March 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.08056

zbMATH Keywords

dualityinversiontime changeDoob \(h\)-transformMarkov additive processesself-similar Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Probabilistic potential theory (60J45) Harmonic, subharmonic, superharmonic functions on other spaces (31C05)

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