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)

zbMATH Keywords

fluctuation theorylaw of the iterated logarithmMarkov additive processesquasi-stationary distributionsLamperti representationexponential functionalsself-similar Markov processesentrance lawsLévy processes

Mathematics Subject Classification ID

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)

Recommendations

• Some fractal properties of a class of self-similar Markov processes
• scientific article; zbMATH DE number 1301693
• A law of iterated logarithm for increasing self-similar Markov processes
• Some results about the sample path properties of Markov processes with independent self-similar components
• A jump-type SDE approach to real-valued self-similar Markov processes

Cited in

(22)

• General self-similarity properties for Markov processes and exponential functionals of Lévy processes
• \(\alpha\) -self-similar Markov processes
• Discrete self-similar and ergodic Markov chains
• scientific article; zbMATH DE number 1301693 (Why is no real title available?)
• Isotropic self-similar Markov processes
• Fluctuations of Omega-killed spectrally negative Lévy processes
• Recurrent extensions of self-similar Markov processes and Cramér's condition
• scientific article; zbMATH DE number 431885 (Why is no real title available?)
• Real self-similar processes started from the origin
• scientific article; zbMATH DE number 5853125 (Why is no real title available?)
• Fragmentations with self-similar branching speeds
• Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
• Collision of self-similar Markov processes
• Positive self-similar Markov processes obtained by resurrection
• Multitype self-similar growth-fragmentation processes
• Some results about the sample path properties of Markov processes with independent self-similar components
• Subordination of trees and the Brownian map
• Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
• Discretization of the Lamperti representation of a positive self-similar Markov process
• Self-Interacting Markov Chains
• Convergence of genealogies through spinal decomposition with an application to population genetics
• Invariance principles for clocks

This page was built for publication: Self-similar Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q740947)