The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes
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Publication:1611958
DOI10.1023/A:1016377720516zbMath1004.60046OpenAlexW1523738930MaRDI QIDQ1611958
Publication date: 28 August 2002
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1016377720516
resolventLévy processFeller semigroupexponential functionalrenewal theoremscaling propertytime-reversalsemi-stable Markov processentrance distribution
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18) Transition functions, generators and resolvents (60J35) Renewal theory (60K05)
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