The Lamperti representation of real-valued self-similar Markov processes
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Publication:2435251
DOI10.3150/12-BEJ460zbMath1284.60077arXiv1111.1272MaRDI QIDQ2435251
Víctor Manuel Rivero, H. Pantí, Loïc Chaumont
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.1272
Lévy processesLamperti representationself-similar Markov processesmultiplicative invariant processes
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Self-similar stochastic processes (60G18)
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