On the asymptotic behaviour of increasing self-similar Markov processes

DOI10.1214/EJP.v14-637zbMath1191.60047OpenAlexW2041990950MaRDI QIDQ1039127

Víctor Manuel Rivero, Maria-Emilia Caballero

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/224783

zbMATH Keywords

law of iterated logarithmweak limit theoremsubordinatorsLamperti's transformationDynkin-Lamperti theorem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18)

Related Items (8)

Self-similar solutions of fragmentation equations revisited ⋮ Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case ⋮ Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes ⋮ Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes ⋮ On the density of exponential functionals of Lévy processes ⋮ On the distribution of exponential functionals for Lévy processes with jumps of rational transform ⋮ Asymptotic behavior of solutions of the fragmentation equation with shattering: an approach via self-similar Markov processes ⋮ Large Deviations for Clocks of Self-similar Processes

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