Recurrent extensions of real-valued self-similar Markov processes

DOI10.1007/S11118-019-09791-XzbMath1459.60150arXiv1808.00129OpenAlexW2887984650MaRDI QIDQ2196591

Víctor Manuel Rivero, H. Pantí, Juan Carlos Pardo

Publication date: 3 September 2020

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.00129

zbMATH Keywords

stable processesexponential functionalMarkov additive processesLamperti-Kiu representationreal self-similar Markov processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18)

Related Items (1)

On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes

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