Multi-self-similar Markov processes on \(\mathbb R_+^n\) and their Lamperti representations
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Publication:1400833
DOI10.1007/s00440-003-0263-5zbMath1031.60029OpenAlexW2324301224MaRDI QIDQ1400833
Publication date: 14 August 2003
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-003-0263-5
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Related Items (5)
A transformation from Hausdorff to Stieltjes moment sequences ⋮ Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space ⋮ Relative arbitrage in volatility-stabilized markets ⋮ The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups ⋮ On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes
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