Isotropic self-similar Markov processes

DOI10.1016/J.SPA.2011.05.008zbMATH Open1227.60097arXiv1105.5679OpenAlexW2047036496MaRDI QIDQ554458FDOQ554458

Ming Liao, Longmin Wang

Publication date: 4 August 2011

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

Abstract: We show that an isotropic self-similar Markov process in ${BbbR}^d$ has a skew product structure if and only if its radial and angular parts do not jump at the same time.

Full work available at URL: https://arxiv.org/abs/1105.5679

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+processes&go=Go L��vy processes]skew productself-similar processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65) Self-similar stochastic processes (60G18)

Cites Work

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• Representation of an isotropic diffusion as a skew product
• Semi-stable Markov processes. I
• A decomposition of Markov processes via group actions
• Semi-stable Markov processes in \(R^n\)
• \(\alpha\) -self-similar Markov processes
• Stable windings
• Semi-Groups of Measures on Lie Groups

Cited In (5)

• Structure of the random measure associated with an isotropic stationary process
• Applying Dynkin's isomorphism: an alternative approach to understand the Markov property of the de Wijs process
• Windings of Planar Stable Processes
• On th exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure
• Windings of planar processes, exponential functionals and Asian options

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