Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretization of the Lamperti representation of a positive self-similar Markov process |
scientific article |
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Discretization of the Lamperti representation of a positive self-similar Markov process (English)
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4 June 2021
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exponential functional
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Lamperti representation
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positive self-similar Markov process
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small time behavior
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stable Lévy process conditioned to stay positive
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