Self-similar Markov processes
zbMATH Open1311.60042MaRDI QIDQ740947FDOQ740947
Authors: 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)
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- 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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