Positive self-similar Markov processes obtained by resurrection

DOI10.1016/J.SPA.2022.11.014MaRDI QIDQ2680401zbMATH OpenOpenAlexFDO

Authors Panki Kim, Renming Song, Zoran Vondraček

Publication date 2 January 2023

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

Full work available at URL https://arxiv.org/abs/2206.06189

zbMATH Keywords

jump kernelLamperti transformLévy processpositive self-similar Markov processresurrection

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Jump processes on general state spaces (60J76)

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Cited in

(8)

• Recurrent extensions of self-similar Markov processes and Cramér's condition. II
• Harnack inequality and interior regularity for Markov processes with degenerate jump kernels
• Jump type SDEs for self-similar processes
• Positive self-similar Markov processes obtained by resurrection
• The fractional Laplacian with reflections
• Lévy processes resurrected in the positive half-line
• Nonlocal operators with Neumann conditions
• On the passage times of self-similar Gaussian processes on curved boundaries

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