Article ID Journal Published Year Pages File Type
1156639 Stochastic Processes and their Applications 2006 16 Pages PDF
Abstract

We establish Lamperti representations for semi-stable Markov processes in locally compact groups. We also study the particular cases of processes with values in RR and CC under the hypothesis that they do not visit 0. These Lamperti representations yield some properties of these semi-stable Markov processes.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
,