On some transformations between positive self-similar Markov processes

DOI10.1016/j.spa.2007.03.007zbMath1129.60039arXivmath/0601243OpenAlexW2043413089MaRDI QIDQ2464854

Víctor Manuel Rivero, Loïc Chaumont

Publication date: 17 December 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601243

zbMATH Keywords

weak convergenceLévy processesconditioningself-similar Markov processes\(h\)-transformsdecomposition at the minimum

Mathematics Subject Classification ID

Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (5)

Stable windings at the origin ⋮ A growth-fragmentation model connected to the ricocheted stable process ⋮ Fluctuation theory and exit systems for positive self-similar Markov processes ⋮ Probabilistic aspects of critical growth-fragmentation equations ⋮ Unnamed Item

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