Shiga-Watanabe's time inversion property for self-similar diffusion processes

DOI10.1016/J.SPL.2007.01.001MaRDI QIDQ2373676zbMATH OpenOpenAlexFDO

Authors Juha Vuolle-Apiala

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

zbMATH Keywords

diffusionBessel processskew productself-similarrotation invariantspherical processtime inversionradial process

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18)

Recommendations

• Time inversion property for rotation invariant self-similar diffusion processes
• scientific article; zbMATH DE number 2222925
• Towards a characterization of Markov processes enjoying the time-inversion property
• Duality theory for self-similar processes
• Some new examples of Markov processes which enjoy the time-inversion property

Cites work

• scientific article; zbMATH DE number 3447884 (Why is no real title available?)
• Bessel diffusions as a one-parameter family of diffusion processes
• Construction of Markov Processes with Random Times of Birth and Death
• Duality theory for self-similar processes
• On Paul Lévy's arc sine law and Shiga-Watanabe's time inversion result
• On certain extensions of a rotation invariant Markov process
• On time inversion of one-dimensional diffusion processes
• Semi-stable Markov processes. I
• Stable windings
• \(\alpha\) -self-similar Markov processes

Cited in

(4)

• scientific article; zbMATH DE number 2222925 (Why is no real title available?)
• Some new examples of Markov processes which enjoy the time-inversion property
• Towards a characterization of Markov processes enjoying the time-inversion property
• Time inversion property for rotation invariant self-similar diffusion processes

This page was built for publication: Shiga-Watanabe's time inversion property for self-similar diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2373676)