Conditioned stable Lévy processes and the Lamperti representation
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Publication:5441516
DOI10.1239/jap/1165505201zbMath1133.60316arXivmath/0603613MaRDI QIDQ5441516
Loïc Chaumont, Maria-Emilia Caballero
Publication date: 15 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0603613
infinitesimal generator; stable Lévy process; Lamperti representation; stable Lévy process conditioned to stay positive; positive, self-similar Markov process
60G51: Processes with independent increments; Lévy processes
60G18: Self-similar stochastic processes
60G52: Stable stochastic processes
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