A jump-type SDE approach to real-valued self-similar Markov processes
DOI10.1090/S0002-9947-2015-06270-9zbMath1326.60109arXiv1206.3515OpenAlexW2102865872MaRDI QIDQ2944916
Publication date: 8 September 2015
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.3515
Lamperti representationsquared Bessel processesspectrally negative Lévy processesself-similar Markov processesjump-type stochastic differential equations
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Self-similar stochastic processes (60G18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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