Duality theory for self-similar processes

J. Vuolle-Apiala; S. E. Graversen

Annales de l'I.H.P. Probabilités et statistiques (1986)

  • Volume: 22, Issue: 3, page 323-332
  • ISSN: 0246-0203

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Vuolle-Apiala, J., and Graversen, S. E.. "Duality theory for self-similar processes." Annales de l'I.H.P. Probabilités et statistiques 22.3 (1986): 323-332. <http://eudml.org/doc/77282>.

@article{Vuolle1986,
author = {Vuolle-Apiala, J., Graversen, S. E.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {self similarity; rotation invariant Markov process; characterizations of the dual process},
language = {eng},
number = {3},
pages = {323-332},
publisher = {Gauthier-Villars},
title = {Duality theory for self-similar processes},
url = {http://eudml.org/doc/77282},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Vuolle-Apiala, J.
AU - Graversen, S. E.
TI - Duality theory for self-similar processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1986
PB - Gauthier-Villars
VL - 22
IS - 3
SP - 323
EP - 332
LA - eng
KW - self similarity; rotation invariant Markov process; characterizations of the dual process
UR - http://eudml.org/doc/77282
ER -

References

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  1. [1] N.H. Bingham, Random walk on spheres, Z. Warsch. Verw. Gebiete, t. 22, 1972, p. 169-192. Zbl0222.60043MR305485
  2. [2] R.M. Blumenthal, R.K. Getoor, Markov processes and potential theory, New York, Academic Press, 1968. Zbl0169.49204MR264757
  3. [3] K.L. Chung, Lectures from Markov processes to Brownian motion, New York, Heidelberg, Berlin, Springer, 1982. Zbl0503.60073MR648601
  4. [4] J.L. Doob, Conditional Brownian motion and the boundary limits of harmonic functions, Bull. Soc. Math. France, t. 85, 1957, p. 431-458. Zbl0097.34004MR109961
  5. [5] R.K. Getoor, M.J. Sharpe, Naturality, standardness and weak duality for Markov processes, Z. Warsch. Verw. Gebiete, t. 67, 1984, p. 1-62. Zbl0553.60070MR756804
  6. [6] S.E. Graversen, J. Vuolle-Apiala, α-self-similar Markov processes. To appear in Z. Warsch. Verw. Gebiete. MR814666
  7. [7] S.E. Graversen, J. Vuolle-Apiala, α-semi stable Markov processes, Matematisk Institut, Aarhus Universitet, Preprint Ser., 1982-1983, no. 24. 
  8. [8] J.W. Lamperti, Semi-stable Markov processes I, Z. Warsch. Verw. Gebiete, t. 22, 1972, p. 205-225. Zbl0274.60052MR307358
  9. [9] J.B. Walsh, Markov processes and their functionals in duality, Z. Warsch. Verw. Gebiete, t. 24, 1972, p. 222-246. Zbl0248.60054MR329056
  10. [10] M. Yor, A propos de l'inverse du mouvement Brownien dans Rn (n ≧ 3), Ann. Inst. Henri Poincaré, Probabilités et Statistiques, t. 21 (1), 1985, p. 27-38. Zbl0556.60032MR791267

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