\(\alpha\) -self-similar Markov processes (Q2266531)
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scientific article; zbMATH DE number 3894223
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| English | \(\alpha\) -self-similar Markov processes |
scientific article; zbMATH DE number 3894223 |
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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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0.9067378
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0.9046046
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0.90445656
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0.89952284
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