Conditioned real self-similar Markov processes

DOI10.1016/j.spa.2018.04.001zbMath1442.60047arXiv1510.01781OpenAlexW2963951820WikidataQ129953600 ScholiaQ129953600MaRDI QIDQ1730941

Andreas E. Kyprianou, Weerapat Satitkanitkul, Víctor Manuel Rivero

Publication date: 6 March 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01781

zbMATH Keywords

Doob \(h\)-transformMarkov additive processself-similar Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (11)

Exponential functionals of Markov additive processes ⋮ Lévy processes with finite variance conditioned to avoid an interval ⋮ Recurrent extensions of real-valued self-similar Markov processes ⋮ A growth-fragmentation model connected to the ricocheted stable process ⋮ Self-similar signed growth-fragmentations ⋮ Implicit renewal theory for exponential functionals of Lévy processes ⋮ Stable processes conditioned to hit an interval continuously from the outside ⋮ Stable Lévy processes in a cone ⋮ Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes ⋮ Entrance and exit at infinity for stable jump diffusions ⋮ Unnamed Item

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