Listar por tema "Lamperti representation"

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    • The Lamperti representation of real-valued self-similar Markov processes 

      LOïC CHAUMONT; HENRY GASPAR PANTI TREJO; VICTOR MANUEL RIVERO MERCADO
      In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes,killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov processes as timechanged ...