Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes

DOI10.1007/978-3-642-27461-9_13zbMath1247.60119OpenAlexW140040347MaRDI QIDQ2908745

Juha Vuolle-Apiala

Publication date: 29 August 2012

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-27461-9_13

zbMATH Keywords

diffusionBessel processself-similarskew productrotation invarianttime inversionradial process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Self-similar stochastic processes (60G18)

Cites Work

• Duality theory for self-similar processes
• On certain extensions of a rotation invariant Markov process
• Some new examples of Markov processes which enjoy the time-inversion property
• \(\alpha\) -self-similar Markov processes
• Shiga-Watanabe's time inversion property for self-similar diffusion processes
• Towards a characterization of Markov processes enjoying the time-inversion property
• Bessel diffusions as a one-parameter family of diffusion processes
• On time inversion of one-dimensional diffusion processes
• Semi-stable Markov processes. I
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