Entrance from 0+ for increasing semi-stable Markov processes

zbMATH Open1002.60032MaRDI QIDQ1611501FDOQ1611501

Authors: Jean Bertoin, M. Emilia Caballero 

Publication date: 7 January 2003

Published in: Bernoulli (Search for Journal in Brave)

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zbMATH Keywords

subordinatorentrance boundarysemi-stable Markov processLévy process

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Boundary theory for Markov processes (60J50) Self-similar stochastic processes (60G18)

Cited In (28)

• Recurrent extensions of self-similar Markov processes and Cramér's condition. II
• Stable Lévy processes in a cone
• Invariance principles for clocks
• On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
• Recurrent extensions of self-similar Markov processes and Cramér's condition
• Large Deviations for Clocks of Self-similar Processes
• Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
• Asymptotics for densities of exponential functionals of subordinators
• Asymptotic behavior of solutions of the fragmentation equation with shattering: an approach via self-similar Markov processes
• Entrance laws at the origin of self-similar Markov processes in high dimensions
• On some transformations between positive self-similar Markov processes
• The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes
• Some explicit identities associated with positive self-similar Markov processes
• Counting the zeros of an elephant random walk
• Self-similar solutions of fragmentation equations revisited
• Asymptotics of the frequency spectrum for general Dirichlet \(\Xi\)-coalescents
• Convergence of genealogies through spinal decomposition with an application to population genetics
• Self-similar Cauchy problems and generalized Mittag-Leffler functions
• A jump-type SDE approach to real-valued self-similar Markov processes
• Equilibrium for fragmentation with immigration
• Bernstein-gamma functions and exponential functionals of Lévy processes
• Implicit renewal theory for exponential functionals of Lévy processes
• On the local times of noise reinforced Bessel processes
• Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
• Fluctuation theory and exit systems for positive self-similar Markov processes
• General self-similarity properties for Markov processes and exponential functionals of Lévy processes
• Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
• Stable Lévy processes, self-similarity and the unit ball

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