Self-similar Markov processes
zbMATH Open1311.60042MaRDI QIDQ740947FDOQ740947
J. C. Pardo, Víctor Manuel Rivero
Publication date: 9 September 2014
Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)
[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+processes&go=Go L��vy processes]fluctuation theorylaw of the iterated logarithmMarkov additive processesquasi-stationary distributionsLamperti representationexponential functionalsself-similar Markov processesentrance laws
Processes with independent increments; Lévy processes (60G51) Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Self-similar stochastic processes (60G18)
Cited In (19)
- Real self-similar processes started from the origin
- Isotropic self-similar Markov processes
- Fragmentations with self-similar branching speeds
- Invariance principles for clocks
- Recurrent extensions of self-similar Markov processes and Cramér's condition
- Title not available (Why is that?)
- Discretization of the Lamperti representation of a positive self-similar Markov process
- Self-Interacting Markov Chains
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
- Convergence of genealogies through spinal decomposition with an application to population genetics
- Multitype self-similar growth-fragmentation processes
- \(\alpha\) -self-similar Markov processes
- Positive self-similar Markov processes obtained by resurrection
- Title not available (Why is that?)
- General self-similarity properties for Markov processes and exponential functionals of Lévy processes
- Fluctuations of Omega-killed spectrally negative Lévy processes
- Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
- Discrete self-similar and ergodic Markov chains
- Subordination of trees and the Brownian map
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