Moments of passage times and asymptotic behavior of increasing self-similar Markov processes

DOI10.1016/S0252-9602(15)30064-3zbMath1349.60060MaRDI QIDQ530705

Wei Hu, Lu-qin Liu

Publication date: 10 August 2016

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

Markov processmomentsubordinatorLévy processself-similar processpassage time

Mathematics Subject Classification ID

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

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