Entrance laws for positive self-similar Markov processes

DOI10.1090/conm/656/13079zbMath1347.60109arXiv1507.05229OpenAlexW2207735609MaRDI QIDQ3187415

Víctor Manuel Rivero

Publication date: 2 September 2016

Published in: Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.05229

zbMATH Keywords

Lévy processesself-similarityMarkov processesentrance lawsrecurrent extensions

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)

Related Items

Stable windings at the origin ⋮ Quasi-stationary distributions and Yaglom limits of self-similar Markov processes ⋮ On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes