General self-similarity properties for Markov processes and exponential functionals of Lévy processes
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Publication:2099990
DOI10.1007/s10959-021-01097-2OpenAlexW3202444851WikidataQ115603644 ScholiaQ115603644MaRDI QIDQ2099990
Publication date: 21 November 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.01878
Lévy processesLamperti representationexponential functionals of Lévy processesLévy processes on Lie groupsself-similar Markovian processes
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18)
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