Shiga-Watanabe's time inversion property for self-similar diffusion processes
DOI10.1016/J.SPL.2007.01.001zbMATH Open1117.60043OpenAlexW2037487882MaRDI QIDQ2373676FDOQ2373676
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
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diffusionBessel processskew productself-similarrotation invariantspherical processtime inversionradial process
Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18)
Cites Work
- Title not available (Why is that?)
- Semi-stable Markov processes. I
- Bessel diffusions as a one-parameter family of diffusion processes
- On time inversion of one-dimensional diffusion processes
- Construction of Markov Processes with Random Times of Birth and Death
- \(\alpha\) -self-similar Markov processes
- Stable windings
- Duality theory for self-similar processes
- On certain extensions of a rotation invariant Markov process
- On Paul Lévy's arc sine law and Shiga-Watanabe's time inversion result
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