Self-similar Markov processes
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Publication:740947
zbMath1311.60042MaRDI QIDQ740947
Juan Carlos Pardo, Víctor Manuel Rivero
Publication date: 9 September 2014
Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)
Lévy processeslaw of the iterated logarithmexponential functionalsfluctuation theoryquasi-stationary distributionsMarkov additive processesLamperti representationself-similar Markov processesentrance laws
Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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