Shiga-Watanabe's time inversion property for self-similar diffusion processes
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Publication:2373676
DOI10.1016/j.spl.2007.01.001zbMath1117.60043OpenAlexW2037487882MaRDI QIDQ2373676
Publication date: 16 July 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.01.001
diffusionBessel processself-similarskew productspherical processrotation invarianttime inversionradial process
Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Self-similar stochastic processes (60G18)
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Cites Work
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- Duality theory for self-similar processes
- On certain extensions of a rotation invariant Markov process
- \(\alpha\) -self-similar Markov processes
- Stable windings
- Construction of Markov Processes with Random Times of Birth and Death
- Bessel diffusions as a one-parameter family of diffusion processes
- On time inversion of one-dimensional diffusion processes
- Semi-stable Markov processes. I
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