Fluctuation theory and exit systems for positive self-similar Markov processes

DOI10.1214/10-AOP612zbMath1241.60019arXiv0812.2506MaRDI QIDQ662432

Loïc Chaumont, Víctor Manuel Rivero, Juan Carlos Pardo, Andreas E. Kyprianou

Publication date: 22 February 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.2506

zbMATH Keywords

Lévy processesexcursion theoryLamperti transformationentrance lawsladder processespositive self-similar Markov processesexit systems

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

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