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A Jump Type SDE Approach to Positive Self-Similar Markov Processes - MaRDI portal

A Jump Type SDE Approach to Positive Self-Similar Markov Processes

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Publication:6229016

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DOI10.1214/EJP.V17-2402zbMath1286.60036arXiv1111.3235MaRDI QIDQ6229016

Leif Döring, Mátyás Barczy

Publication date: 14 November 2011

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Self-similar stochastic processes (60G18)

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