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Conditioned stable Lévy processes and the Lamperti representation - MaRDI portal

Conditioned stable Lévy processes and the Lamperti representation (Q5441516)

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scientific article; zbMATH DE number 5235478
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Conditioned stable Lévy processes and the Lamperti representation
scientific article; zbMATH DE number 5235478

    Statements

    Conditioned stable Lévy processes and the Lamperti representation (English)
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    15 February 2008
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    positive, self-similar Markov process
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    Lamperti representation
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    infinitesimal generator
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    stable Lévy process conditioned to stay positive
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    stable Lévy process
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