کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1157031 | 958916 | 2007 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On some transformations between positive self-similar Markov processes
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
A path decomposition at the infimum for positive self-similar Markov processes (pssMp) is obtained. Next, several aspects of the conditioning to hit 0 of a pssMp are studied. Associated to a given pssMp XX, that never hits 0, we construct a pssMp X↓X↓ that hits 0 in a finite time. The latter can be viewed as XX conditioned to hit 0 in a finite time, and we prove that this conditioning is determined by the pre-minimum part of XX. Finally, we provide a method for conditioning a pssMp that hits 0 by a jump to do it continuously.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 117, Issue 12, December 2007, Pages 1889–1909
Journal: Stochastic Processes and their Applications - Volume 117, Issue 12, December 2007, Pages 1889–1909
نویسندگان
Loïc Chaumont, Víctor Rivero,