Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156639 | Stochastic Processes and their Applications | 2006 | 16 Pages |
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
Oleksandr Chybiryakov,