Inversion, duality and Doob $h$-transforms for self-similar Markov processes
Work
Year: 2017
Type: article
Abstract: We show that any $\mathbb{R} ^d\setminus \{0\}$-valued self-similar Markov process $X$, with index $\alpha >0$ can be represented as a path transformation of some Markov additive process (MAP) $(\thet... more
Institutions University of Warwick, Laboratoire Angevin de Recherche en Mathématiques, Centre National de la Recherche Scientifique, Université d'Angers, Wrocław University of Science and Technology +1 more
Cites: 17
Cited by: 32
Related to: 10
FWCI: 5.318
Citation percentile (by year/subfield): 87
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: gold
APC paid (est): $675