Itô excursion theory for self-similar Markov processes

DOI10.1214/AOP/1176988721zbMath0810.60067OpenAlexW2010484264MaRDI QIDQ1336556

Juha Vuolle-Apiala

Publication date: 9 April 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988721

zbMATH Keywords

diffusiondiffusion processentrance lawreflecting barrier processselfsimilar Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

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Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Potentials of Stable Processes ⋮ Recurrent extensions of real-valued self-similar Markov processes ⋮ Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity ⋮ Bouncing skew Brownian motions ⋮ Recurrent extensions of self-similar Markov processes and Cramér's condition. II ⋮ Uniform dimension results for a family of Markov processes ⋮ Excursion theory for rotation invariant Markov processes ⋮ Quasi-stationary distributions and Yaglom limits of self-similar Markov processes ⋮ Probabilistic aspects of critical growth-fragmentation equations ⋮ Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes ⋮ Recurrent extensions of self-similar Markov processes and Cramér's condition ⋮ The extended hypergeometric class of Lévy processes ⋮ The exact measure functions of the images for a class of self-similar processes ⋮ Some fractal properties of a class of self-similar Markov processes

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