Invariance principles for clocks
From MaRDI portal
Publication:2091527
DOI10.1007/978-3-030-96409-2_6zbMath1498.60129arXiv2011.10309OpenAlexW3110234604MaRDI QIDQ2091527
Maria-Emilia Caballero, Alain Rouault
Publication date: 1 November 2022
Full work available at URL: https://arxiv.org/abs/2011.10309
Continuous-time Markov processes on general state spaces (60J25) Functional limit theorems; invariance principles (60F17)
Cites Work
- Unnamed Item
- Unnamed Item
- Explicit identities for Lévy processes associated to symmetric stable processes
- Fluctuation theory and exit systems for positive self-similar Markov processes
- On the distribution of exponential functionals for Lévy processes with jumps of rational transform
- Self-similar Markov processes
- Criteria for ergodicity of Lévy type operators in dimension one
- Exponential functionals of Lévy processes
- Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration
- Entrance from \(0+\) for increasing semi-stable Markov processes
- The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
- Present value distributions with applications to ruin theory and stochastic equations
- Exponential ergodicity for general continuous-state nonlinear branching processes
- Fluctuations of Lévy processes with applications. Introductory lectures
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
- Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
- Large Deviations for Clocks of Self-similar Processes
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Semi-stable Markov processes. I
- Conditioned stable Lévy processes and the Lamperti representation
- Large deviations for the Bessel clock
This page was built for publication: Invariance principles for clocks