A jump-type SDE approach to real-valued self-similar Markov processes

DOI10.1090/S0002-9947-2015-06270-9zbMath1326.60109arXiv1206.3515OpenAlexW2102865872MaRDI QIDQ2944916

Leif Döring

Publication date: 8 September 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.3515

zbMATH Keywords

Lamperti representationsquared Bessel processesspectrally negative Lévy processesself-similar Markov processesjump-type stochastic differential equations

Mathematics Subject Classification ID

Related Items (1)

Time change equations for Lévy-type processes

Cites Work

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