Duality theory for self-similar processes

zbMath0608.60057MaRDI QIDQ1085889

Juha Vuolle-Apiala, Svend-Erik Graversen

Publication date: 1986

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_1986__22_3_323_0

zbMATH Keywords

self similaritycharacterizations of the dual processrotation invariant Markov process

Mathematics Subject Classification ID

Special processes (60K99) Stochastic processes (60G99) Markov processes (60J99)

Related Items (9)

Shiga-Watanabe's time inversion property for self-similar diffusion processes ⋮ Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes ⋮ Uniform dimension results for a family of Markov processes ⋮ Excursion theory for rotation invariant Markov processes ⋮ Double hypergeometric Lévy processes and self-similarity ⋮ On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes ⋮ Entrance and exit at infinity for stable jump diffusions ⋮ Some fractal properties of a class of self-similar Markov processes ⋮ Unnamed Item

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