Time-changes of self-similar Markov processes

MaRDI QIDQ912489zbMATH OpenFDO

Authors Juha Vuolle-Apiala

Publication date 1989

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1989__25_4_581_0, https://eudml.org/doc/77365

zbMATH Keywords

additive functionalLévy processMarkov processself-similartime-change

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(10)

• Random time changes for processes with random birth and death
• Itô excursion theory for self-similar Markov processes
• Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution
• scientific article; zbMATH DE number 4084692 (Why is no real title available?)
• Some fractal properties of a class of self-similar Markov processes
• The exact measure functions of the images for a class of self-similar processes
• Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes
• Moments of passage times and asymptotic behavior of increasing self-similar Markov processes
• Stationary clock changes on stationary processes
• A Ciesielski-Taylor type identity for positive self-similar Markov processes

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