The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups

DOI10.1016/j.spa.2005.11.009zbMath1094.60035OpenAlexW4285037942MaRDI QIDQ2495386

Oleksandr Chybiryakov

Publication date: 30 June 2006

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

Full work available at URL: https://doi.org/10.1016/j.spa.2005.11.009

zbMATH Keywords

Lamperti representation

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) General properties and structure of locally compact groups (22D05)

Related Items (12)

Stable windings at the origin ⋮ Potential theory associated with the Dunkl Laplacian ⋮ A jump-type SDE approach to real-valued self-similar Markov processes ⋮ Strong solutions to a beta-Wishart particle system ⋮ The Lamperti representation of real-valued self-similar Markov processes ⋮ Brownian motion, reflection groups and Tanaka formula ⋮ Conditioned real self-similar Markov processes ⋮ Malliavin calculus for non-colliding particle systems ⋮ Skew-product representations of multidimensional Dunkl Markov processes ⋮ Double hypergeometric Lévy processes and self-similarity ⋮ Entrance and exit at infinity for stable jump diffusions ⋮ Windings of Planar Stable Processes

Cites Work

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• Conformal martingales
• Exponential functionals of Lévy processes
• Brownian motion and analytic functions
• Semi-stable Markov processes in \(R^n\)
• Two dimensional semi-stable Markov processes
• Multi-self-similar Markov processes on \(\mathbb R_+^n\) and their Lamperti representations
• \(\alpha\) -self-similar Markov processes
• Semi-stable Markov processes. I

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