Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
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Publication:2497169
DOI10.1214/009117905000000611zbMath1098.60038arXivmath/0406015OpenAlexW2166860500MaRDI QIDQ2497169
Maria-Emilia Caballero, Loïc Chaumont
Publication date: 3 August 2006
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0406015
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18) Convergence of probability measures (60B10)
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