A temporal factorization at the maximum for certain positive self-similar Markov processes (Q5139917)
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scientific article; zbMATH DE number 7284531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A temporal factorization at the maximum for certain positive self-similar Markov processes |
scientific article; zbMATH DE number 7284531 |
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A temporal factorization at the maximum for certain positive self-similar Markov processes (English)
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11 December 2020
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spectrally negative Lévy processes
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positive self-similar Markov processes
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splitting at the maximum
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Wiener-Hopf factorization
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martingales
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time-changes
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