Conditioned stable Lévy processes and the Lamperti representation

DOI10.1239/jap/1165505201zbMath1133.60316arXivmath/0603613OpenAlexW2152206459MaRDI QIDQ5441516

Loïc Chaumont, Maria-Emilia Caballero

Publication date: 15 February 2008

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

Full work available at URL: https://arxiv.org/abs/math/0603613

zbMATH Keywords

infinitesimal generatorstable Lévy processLamperti representationstable Lévy process conditioned to stay positivepositive, self-similar Markov process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

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