Isotropic self-similar Markov processes

DOI10.1016/J.SPA.2011.05.008MaRDI QIDQ554458zbMATH OpenOpenAlexFDO

Authors Ming Liao, Longmin Wang

Publication date 4 August 2011

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

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

zbMATH Keywords

skew productself-similar processesLévy 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)

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.

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Cites work

• scientific article; zbMATH DE number 4071979 (Why is no real title available?)
• scientific article; zbMATH DE number 2116093 (Why is no real title available?)
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Cited in

(5)

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

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