A jump-type SDE approach to real-valued self-similar Markov processes (Q2944916)
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scientific article; zbMATH DE number 6479448
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| English | A jump-type SDE approach to real-valued self-similar Markov processes |
scientific article; zbMATH DE number 6479448 |
Statements
A jump-type SDE approach to real-valued self-similar Markov processes (English)
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8 September 2015
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self-similar Markov processes
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Lamperti representation
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jump-type stochastic differential equations
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spectrally negative Lévy processes
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squared Bessel processes
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0.81384933
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0.81128883
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0.79185253
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0.7772839
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0.77707464
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0.77092963
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0.76424724
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0.7605286
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