On the future infimum of positive self-similar Markov processes
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Publication:5485919
DOI10.1080/17442500600739055zbMath1100.60018arXivmath/0604110OpenAlexW2124843215MaRDI QIDQ5485919
Publication date: 4 September 2006
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0604110
Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Sample path properties (60G17) Self-similar stochastic processes (60G18)
Related Items (9)
Rate of escape of conditioned Brownian motion ⋮ Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case ⋮ Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes ⋮ On the density of exponential functionals of Lévy processes ⋮ On the distribution of exponential functionals for Lévy processes with jumps of rational transform ⋮ Moments and distributions of the last exit times for a class of Markov processes ⋮ The upper envelope of positive self-similar Markov Processes ⋮ Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive ⋮ Continuous-State Branching Processes and Self-Similarity
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- On subordinators, self-similar Markov processes and some factorizations of the exponential variable
- Sample function behavior of increasing processes of class \(L\)
- A law of iterated logarithm for increasing self-similar Markov processes
- Semi-stable Markov processes. I
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