Conditioning subordinators embedded in Markov processes

DOI10.1016/j.spa.2016.07.013zbMath1373.60085arXiv1506.07870OpenAlexW2962769758MaRDI QIDQ516013

Batı Şengül, Andreas E. Kyprianou, Víctor Manuel Rivero

Publication date: 20 March 2017

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

Full work available at URL: https://arxiv.org/abs/1506.07870

zbMATH Keywords

Lévy processesMarkov processesconditioning\(h\)-transformsubordinators

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)

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