Positive self-similar Markov processes obtained by resurrection

DOI10.1016/j.spa.2022.11.014OpenAlexW4310063608MaRDI QIDQ2680401

Zoran Vondraček, Renming Song, Panki Kim

Publication date: 2 January 2023

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

Full work available at URL: https://arxiv.org/abs/2206.06189

zbMATH Keywords

Lévy processLamperti transformresurrectionpositive self-similar Markov processjump kernel

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Jump processes on general state spaces (60J76)

Related Items (1)

Harnack inequality and interior regularity for Markov processes with degenerate jump kernels

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