The Lamperti representation of real-valued self-similar Markov processes

DOI10.3150/12-BEJ460zbMath1284.60077arXiv1111.1272MaRDI QIDQ2435251

Víctor Manuel Rivero, H. Pantí, Loïc Chaumont

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.1272

zbMATH Keywords

Lévy processes; Lamperti representation; self-similar Markov processes; multiplicative invariant processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J25: Continuous-time Markov processes on general state spaces

60G18: Self-similar stochastic processes

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