\(\alpha\) -self-similar Markov processes

DOI10.1007/BF00366277zbMath0561.60085MaRDI QIDQ2266531

Juha Vuolle-Apiala, Svend-Erik Graversen

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

alpha-self-similar isotropic Markov processskew product representation for Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (15)

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 ⋮ Isotropic self-similar Markov processes ⋮ The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups ⋮ On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process ⋮ Double hypergeometric Lévy processes and self-similarity ⋮ Windings of planar processes, exponential functionals and Asian options ⋮ Some central limit theorems for Markov paths and some properties of Gaussian random fields ⋮ Entrance and exit at infinity for stable jump diffusions ⋮ General self-similarity properties for Markov processes and exponential functionals of Lévy processes ⋮ The exact measure functions of the images for a class of self-similar processes ⋮ Windings of Planar Stable Processes ⋮ Unnamed Item

Cites Work

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• Semi-stable Markov processes in \(R^n\)
• Isotropic infinitely divisible measures on symmetric spaces
• Representation of an isotropic diffusion as a skew product
• Semi-Stable Stochastic Processes
• Semi-stable Markov processes. I
• Random walk on spheres
• Positive Zonal Functions on Spheres

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