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On Entire Moments of Self-Similar Markov Processes - MaRDI portal

On Entire Moments of Self-Similar Markov Processes (Q4916952)

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scientific article; zbMATH DE number 6158348
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English
On Entire Moments of Self-Similar Markov Processes
scientific article; zbMATH DE number 6158348

    Statements

    title
    On Entire Moments of Self-Similar Markov Processes (English)
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    author
    Mátyás Barczy
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    Leif Döring
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    publication date
    26 April 2013
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    zbMATH Keywords
    jump-type SDE
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    Lamperti's transformation
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    Lévy process
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    moment
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    self-similar Markov process
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    Identifiers

    Mathematics Subject Classification ID
    60G18
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    60H10
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    60G51
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    zbMATH DE Number
    6158348
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    OpenAlex ID
    W2078436940
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    arXiv ID
    1203.4332
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