\(\alpha\) -self-similar Markov processes (Q2266531)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\alpha\) -self-similar Markov processes |
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\(\alpha\) -self-similar Markov processes (English)
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1986
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Let ((X(t)), \(P^ x)\) be an \(\alpha\)-self-similar isotropic Markov process on \(R^ d\setminus \{0\}\). A representation of (X(t)), in terms of the radial and angular process which generalizes the skew product representation for Brownian motion is given.
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alpha-self-similar isotropic Markov process
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skew product representation for Brownian motion
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