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The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes


Bertoin, Jean; Yor, M (2002). The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes. Potential Analysis, 17(4):389-400.

Abstract

We consider the asymptotic behavior of semi-stable Markov processes valued in ]0,∞[ when the starting point tends to 0. The entrance distribution is expressed in terms of the exponential functional of the underlying Lévy process which appears in Lamperti's representation of a semi-stable Markov process.

Abstract

We consider the asymptotic behavior of semi-stable Markov processes valued in ]0,∞[ when the starting point tends to 0. The entrance distribution is expressed in terms of the exponential functional of the underlying Lévy process which appears in Lamperti's representation of a semi-stable Markov process.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Language:English
Date:2002
Deposited On:03 Jul 2013 13:07
Last Modified:05 Apr 2016 16:51
Publisher:Springer Netherlands
ISSN:1572-929X
Publisher DOI:https://doi.org/10.1023/A:1016377720516
Related URLs:http://www.ams.org/mathscinet-getitem?mr=1918243
http://www.ams.org/mathscinet-getitem?mr=1918243

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