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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.
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.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Scopus Subject Areas: | Physical Sciences > Analysis |
| Language: | English |
| Date: | 2002 |
| Deposited On: | 03 Jul 2013 13:07 |
| Last Modified: | 09 Mar 2025 02:38 |
| Publisher: | Springer Netherlands |
| ISSN: | 1572-929X |
| OA Status: | Closed |
| 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 |
Bertoin, Jean