A Ciesielski-Taylor type identity for positive self-similar Markov processes

DOI10.1214/10-AIHP398zbMath1231.60031arXiv0908.1157OpenAlexW2002988499MaRDI QIDQ720747

Andreas E. Kyprianou, Pierre Patie

Publication date: 11 October 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.1157

zbMATH Keywords

Bessel processesspectrally negative Lévy processCiesielski-Taylor identityLamperti-stable processespositive self-similar Markov process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (7)

Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity ⋮ Turán inequalities and complete monotonicity for a class of entire functions ⋮ Occupation times of spectrally negative Lévy processes with applications ⋮ Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups ⋮ A transformation for spectrally negative Lévy processes and applications ⋮ The extended hypergeometric class of Lévy processes ⋮ Unnamed Item

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