On the asymptotic behaviour of increasing self-similar Markov processes
From MaRDI portal
Publication:1039127
DOI10.1214/EJP.v14-637zbMath1191.60047OpenAlexW2041990950MaRDI QIDQ1039127
Víctor Manuel Rivero, Maria-Emilia Caballero
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/224783
law of iterated logarithmweak limit theoremsubordinatorsLamperti's transformationDynkin-Lamperti theorem
Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18)
Related Items
Self-similar solutions of fragmentation equations revisited, Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case, Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes, Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes, On the density of exponential functionals of Lévy processes, On the distribution of exponential functionals for Lévy processes with jumps of rational transform, Asymptotic behavior of solutions of the fragmentation equation with shattering: an approach via self-similar Markov processes, Large Deviations for Clocks of Self-similar Processes